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 | 1,68% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 056 CHF | 60 056 CHF | 99,37% | 99,37% |
19/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 164 CHF | 59 164 CHF | 99,30% | 99,30% |
18/11/2024 | 1,85% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 621 CHF | 54 621 CHF | 99,28% | 99,28% |
15/11/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 118 279 | 118 279 | 57 678 CHF | 58 861 CHF | 99,39% | 99,39% |
14/11/2024 | 2,33% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 126 691 | 126 691 | 53 857 CHF | 55 124 CHF | 99,37% | 99,37% |
13/11/2024 | 2,56% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 146 053 | 146 053 | 56 318 CHF | 57 779 CHF | 99,35% | 99,35% |
12/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 262 | 150 262 | 55 753 CHF | 57 256 CHF | 99,08% | 99,08% |
11/11/2024 | 2,83% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 52 283 CHF | 53 783 CHF | 99,27% | 99,27% |
08/11/2024 | 2,72% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 54 414 CHF | 55 914 CHF | 99,39% | 99,39% |
07/11/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 149 635 | 149 635 | 53 225 CHF | 54 721 CHF | 99,24% | 99,24% |