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 | 1,58% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 672 CHF | 63 672 CHF | 99,36% | 99,36% |
19/11/2024 | 1,75% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 745 CHF | 57 745 CHF | 99,27% | 99,27% |
18/11/2024 | 1,52% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 89 585 | 89 585 | 58 180 CHF | 59 076 CHF | 99,23% | 99,23% |
15/11/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 94 543 | 94 543 | 60 774 CHF | 61 720 CHF | 99,39% | 99,39% |
14/11/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 000 CHF | 62 000 CHF | 99,34% | 99,34% |
13/11/2024 | 1,83% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 102 770 | 102 769 | 56 197 CHF | 57 225 CHF | 96,00% | 96,00% |
12/11/2024 | 2,81% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 154 152 | 154 152 | 54 045 CHF | 55 587 CHF | 90,18% | 90,18% |
11/11/2024 | 2,95% | 0,36 CHF | 0,37 CHF | 150 000 | 150 000 | 159 118 | 159 119 | 53 161 CHF | 54 752 CHF | 99,23% | 99,23% |
08/11/2024 | 3,63% | 0,29 CHF | 0,30 CHF | 175 000 | 175 000 | 197 498 | 197 498 | 53 418 CHF | 55 393 CHF | 99,38% | 99,38% |
07/11/2024 | 3,94% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 207 810 | 207 810 | 51 683 CHF | 53 762 CHF | 99,26% | 99,26% |