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 | 5,98% | 0,56 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 303 CHF | 64 009 CHF | 96,51% | 96,51% |
19/11/2024 | 1,59% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 268 CHF | 63 268 CHF | 98,90% | 98,90% |
18/11/2024 | 1,66% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 914 CHF | 60 914 CHF | 99,15% | 99,15% |
15/11/2024 | 1,72% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 574 CHF | 58 574 CHF | 99,39% | 99,39% |
14/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 091 CHF | 62 091 CHF | 98,80% | 98,80% |
13/11/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 89 225 | 89 225 | 53 272 CHF | 54 164 CHF | 99,23% | 99,23% |
12/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 042 CHF | 30 542 CHF | 99,06% | 99,06% |
11/11/2024 | 1,67% | 0,62 CHF | 0,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 688 CHF | 30 188 CHF | 99,31% | 99,31% |
08/11/2024 | 1,83% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 026 CHF | 27 526 CHF | 99,45% | 99,45% |
07/11/2024 | 1,78% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 812 CHF | 28 312 CHF | 99,25% | 99,25% |