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 | 6,86% | 0,26 CHF | 0,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 28 230 CHF | 30 230 CHF | 99,53% | 99,53% |
19/11/2024 | 6,27% | 0,31 CHF | 0,33 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 30 971 CHF | 32 971 CHF | 99,49% | 99,49% |
18/11/2024 | 5,79% | 0,35 CHF | 0,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 33 580 CHF | 35 580 CHF | 98,76% | 98,76% |
15/11/2024 | 5,05% | 0,40 CHF | 0,42 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 38 645 CHF | 40 645 CHF | 98,95% | 98,95% |
14/11/2024 | 6,35% | 0,34 CHF | 0,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 30 783 CHF | 32 783 CHF | 99,57% | 99,57% |
13/11/2024 | 5,48% | 0,23 CHF | 0,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 37 108 CHF | 39 108 CHF | 97,05% | 97,05% |
12/11/2024 | 3,83% | 0,47 CHF | 0,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 203 CHF | 53 203 CHF | 99,56% | 99,56% |
11/11/2024 | 3,74% | 0,53 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 448 CHF | 54 448 CHF | 99,51% | 99,51% |
08/11/2024 | 3,75% | 0,51 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 409 CHF | 54 409 CHF | 99,51% | 99,51% |
07/11/2024 | 3,17% | 0,62 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 197 CHF | 64 197 CHF | 98,83% | 98,83% |