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 | 1,75% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 607 CHF | 57 607 CHF | 100,00% | 100,00% |
19/11/2024 | 1,53% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 955 CHF | 65 955 CHF | 92,96% | 92,96% |
18/11/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 404 CHF | 60 404 CHF | 100,00% | 100,00% |
15/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 358 CHF | 53 358 CHF | 100,00% | 100,00% |
14/11/2024 | 1,93% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 111 | 100 000 | 51 510 CHF | 52 455 CHF | 99,22% | 99,22% |
13/11/2024 | 1,71% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 99 779 | 99 158 | 57 899 CHF | 58 531 CHF | 99,36% | 99,36% |
12/11/2024 | 1,88% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 672 CHF | 53 672 CHF | 100,00% | 100,00% |
11/11/2024 | 2,22% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 106 891 | 97 467 | 51 315 CHF | 47 807 CHF | 100,00% | 100,00% |
08/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 869 CHF | 55 869 CHF | 100,00% | 100,00% |
07/11/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 567 CHF | 53 567 CHF | 90,22% | 90,22% |