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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 383 CHF | 58 383 CHF | 97,91% | 97,91% |
22/11/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 519 | 100 519 | 53 674 CHF | 54 679 CHF | 99,39% | 99,39% |
20/11/2024 | 1,72% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 599 CHF | 58 599 CHF | 99,38% | 99,38% |
19/11/2024 | 2,04% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 116 627 | 116 628 | 56 638 CHF | 57 804 CHF | 99,23% | 99,23% |
18/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 785 CHF | 53 785 CHF | 99,28% | 99,28% |
15/11/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 524 CHF | 54 524 CHF | 99,37% | 99,37% |
14/11/2024 | 1,78% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 703 CHF | 56 703 CHF | 99,36% | 99,36% |
13/11/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 887 CHF | 56 887 CHF | 99,38% | 99,38% |
12/11/2024 | 1,69% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 881 CHF | 59 881 CHF | 99,06% | 99,06% |
11/11/2024 | 1,54% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 99 134 | 99 134 | 63 795 CHF | 64 786 CHF | 99,22% | 99,22% |