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 | 1,87% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 114 CHF | 54 114 CHF | 99,54% | 99,54% |
19/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 057 CHF | 54 057 CHF | 99,51% | 99,51% |
18/11/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 50 607 CHF | 51 607 CHF | 99,48% | 99,48% |
15/11/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 49 898 CHF | 50 898 CHF | 90,75% | 90,75% |
14/11/2024 | 1,88% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 663 CHF | 53 663 CHF | 99,16% | 99,16% |
13/11/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 371 CHF | 54 371 CHF | 97,40% | 97,40% |
12/11/2024 | 1,99% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 49 638 CHF | 50 638 CHF | 99,52% | 99,52% |
11/11/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 49 474 CHF | 50 474 CHF | 99,50% | 99,50% |
08/11/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 50 247 CHF | 51 247 CHF | 99,50% | 99,50% |
07/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 45 546 CHF | 46 546 CHF | 98,91% | 98,91% |