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 | 1,46% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 264 CHF | 69 264 CHF | 90,21% | 90,21% |
19/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 66 003 CHF | 67 003 CHF | 100,00% | 100,00% |
18/11/2024 | 1,46% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 67 893 CHF | 68 893 CHF | 99,38% | 99,38% |
15/11/2024 | 1,35% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 006 CHF | 55 756 CHF | 100,00% | 100,00% |
14/11/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 879 CHF | 74 879 CHF | 99,22% | 99,22% |
13/11/2024 | 1,46% | 0,73 CHF | 0,74 CHF | 100 000 | 100 000 | 99 559 | 99 159 | 69 042 CHF | 69 771 CHF | 99,36% | 99,36% |
12/11/2024 | 1,33% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 75 635 | 75 000 | 56 644 CHF | 56 956 CHF | 100,00% | 100,00% |
11/11/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 483 CHF | 60 233 CHF | 100,00% | 100,00% |
08/11/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 165 CHF | 56 915 CHF | 100,00% | 100,00% |
07/11/2024 | 1,41% | 0,76 CHF | 0,77 CHF | 100 000 | 100 000 | 98 958 | 97 396 | 73 934 CHF | 73 854 CHF | 98,73% | 98,73% |