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 | 1,53% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 004 CHF | 66 004 CHF | 100,00% | 100,00% |
19/11/2024 | 1,46% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 012 CHF | 69 012 CHF | 93,14% | 93,14% |
18/11/2024 | 1,30% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 77 384 CHF | 78 392 CHF | 93,17% | 93,17% |
15/11/2024 | 1,18% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 90 216 CHF | 91 289 CHF | 100,00% | 100,00% |
14/11/2024 | 1,15% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 374 CHF | 76 244 CHF | 99,57% | 99,57% |
13/11/2024 | 1,25% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 74 665 | 74 442 | 70 920 CHF | 71 595 CHF | 99,32% | 99,32% |
12/11/2024 | 1,08% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 92 417 CHF | 93 418 CHF | 100,00% | 100,00% |
11/11/2024 | 2,63% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 61 884 | 61 884 | 49 609 CHF | 50 754 CHF | 100,00% | 100,00% |
08/11/2024 | 1,11% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 145 CHF | 89 128 CHF | 100,00% | 100,00% |
07/11/2024 | 3,65% | 1,10 CHF | 1,13 CHF | 50 000 | 25 000 | 34 239 | 18 707 | 35 294 CHF | 20 563 CHF | 88,62% | 88,62% |