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 | 1,55% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 870 CHF | 64 870 CHF | 100,00% | 100,00% |
19/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 47 765 CHF | 48 515 CHF | 100,00% | 100,00% |
18/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 45 277 CHF | 46 027 CHF | 100,00% | 100,00% |
15/11/2024 | 1,70% | 0,60 CHF | 0,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 646 CHF | 44 396 CHF | 100,00% | 100,00% |
14/11/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 703 CHF | 44 453 CHF | 99,22% | 99,22% |
13/11/2024 | 1,65% | 0,61 CHF | 0,62 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 44 762 CHF | 45 507 CHF | 98,74% | 98,74% |
12/11/2024 | 1,71% | 0,60 CHF | 0,61 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 43 525 CHF | 44 275 CHF | 100,00% | 100,00% |
11/11/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 111 CHF | 40 861 CHF | 100,00% | 100,00% |
08/11/2024 | 1,84% | 0,55 CHF | 0,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 504 CHF | 41 254 CHF | 100,00% | 100,00% |
07/11/2024 | 2,12% | 0,49 CHF | 0,50 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 36 151 CHF | 36 911 CHF | 98,73% | 98,73% |