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 | 2,26% | 0,88 CHF | 0,89 CHF | 100 000 | 100 000 | 77 688 | 77 688 | 68 174 CHF | 69 651 CHF | 99,62% | 99,62% |
19/11/2024 | 2,27% | 1,01 CHF | 1,03 CHF | 100 000 | 100 000 | 58 017 | 58 017 | 61 691 CHF | 62 969 CHF | 99,63% | 99,63% |
18/11/2024 | 2,26% | 1,10 CHF | 1,12 CHF | 100 000 | 100 000 | 58 018 | 58 018 | 71 925 CHF | 73 402 CHF | 99,58% | 99,58% |
15/11/2024 | 2,15% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 58 011 | 58 011 | 69 619 CHF | 70 934 CHF | 99,63% | 99,63% |
14/11/2024 | 2,37% | 1,14 CHF | 1,16 CHF | 100 000 | 100 000 | 58 013 | 58 013 | 66 969 CHF | 68 410 CHF | 99,61% | 99,61% |
13/11/2024 | 2,35% | 1,19 CHF | 1,21 CHF | 100 000 | 100 000 | 58 712 | 58 712 | 72 145 CHF | 73 686 CHF | 97,56% | 97,56% |
12/11/2024 | 2,34% | 1,35 CHF | 1,37 CHF | 100 000 | 100 000 | 58 012 | 58 012 | 79 133 CHF | 80 811 CHF | 99,63% | 99,63% |
11/11/2024 | 2,43% | 1,40 CHF | 1,42 CHF | 75 000 | 75 000 | 52 684 | 52 684 | 76 492 CHF | 78 239 CHF | 99,62% | 99,62% |
08/11/2024 | 2,42% | 1,51 CHF | 1,53 CHF | 75 000 | 75 000 | 52 748 | 52 748 | 76 906 CHF | 78 635 CHF | 99,63% | 99,63% |
07/11/2024 | 2,50% | 1,52 CHF | 1,55 CHF | 75 000 | 75 000 | 52 738 | 52 738 | 84 908 CHF | 86 903 CHF | 99,64% | 99,64% |