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 | 1,86% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 227 CHF | 54 227 CHF | 100,00% | 100,00% |
19/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 269 CHF | 56 269 CHF | 99,89% | 99,89% |
18/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 667 | 100 667 | 51 481 CHF | 52 488 CHF | 99,91% | 99,91% |
15/11/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 125 000 | 125 000 | 123 310 | 123 310 | 60 342 CHF | 61 575 CHF | 100,00% | 100,00% |
14/11/2024 | 1,98% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 109 822 | 109 822 | 54 985 CHF | 56 084 CHF | 99,96% | 99,96% |
13/11/2024 | 1,80% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 146 CHF | 56 146 CHF | 100,00% | 100,00% |
12/11/2024 | 1,89% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 466 | 100 466 | 52 757 CHF | 53 762 CHF | 99,69% | 99,69% |
11/11/2024 | 2,19% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 378 CHF | 57 628 CHF | 99,91% | 99,91% |
08/11/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 518 | 125 518 | 56 309 CHF | 57 564 CHF | 100,00% | 100,00% |
07/11/2024 | 2,51% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 141 114 | 141 114 | 55 567 CHF | 56 978 CHF | 99,88% | 99,88% |