Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,45% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 506 CHF | 69 506 CHF | 90,21% | 90,21% |
19/11/2024 | 1,79% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 66 003 CHF | 67 191 CHF | 100,00% | 100,00% |
18/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 035 CHF | 69 035 CHF | 99,38% | 99,38% |
15/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 189 CHF | 55 939 CHF | 100,00% | 100,00% |
14/11/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 74 026 CHF | 75 026 CHF | 99,22% | 99,22% |
13/11/2024 | 1,45% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 99 559 | 99 159 | 69 202 CHF | 69 925 CHF | 99,36% | 99,36% |
12/11/2024 | 1,32% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 75 634 | 75 000 | 56 778 CHF | 57 089 CHF | 100,00% | 100,00% |
11/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 583 CHF | 60 333 CHF | 100,00% | 100,00% |
08/11/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 314 CHF | 57 064 CHF | 100,00% | 100,00% |
07/11/2024 | 1,40% | 0,77 CHF | 0,78 CHF | 100 000 | 100 000 | 98 958 | 97 396 | 74 185 CHF | 74 104 CHF | 98,73% | 98,73% |