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 | 1,88% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 101 045 | 101 045 | 53 184 CHF | 54 195 CHF | 100,00% | 100,00% |
19/11/2024 | 2,00% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 111 196 | 111 197 | 55 080 CHF | 56 192 CHF | 99,88% | 99,88% |
18/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 905 CHF | 54 905 CHF | 99,91% | 99,91% |
15/11/2024 | 1,67% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 340 CHF | 60 340 CHF | 100,00% | 100,00% |
14/11/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 326 CHF | 60 326 CHF | 99,94% | 99,94% |
13/11/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 120 CHF | 54 120 CHF | 100,00% | 100,00% |
12/11/2024 | 1,70% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 451 CHF | 59 451 CHF | 99,67% | 99,67% |
11/11/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 122 CHF | 65 122 CHF | 99,88% | 99,88% |
08/11/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 958 CHF | 56 958 CHF | 100,00% | 100,00% |
07/11/2024 | 1,89% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 247 | 100 247 | 52 563 CHF | 53 566 CHF | 99,81% | 99,81% |