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% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 684 CHF | 63 684 CHF | 99,37% | 99,37% |
19/11/2024 | 1,78% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 99 857 | 99 857 | 55 530 CHF | 56 528 CHF | 99,27% | 99,27% |
18/11/2024 | 1,45% | 0,63 CHF | 0,64 CHF | 75 000 | 75 000 | 83 135 | 83 135 | 57 013 CHF | 57 844 CHF | 99,22% | 99,22% |
15/11/2024 | 1,43% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 78 818 | 78 817 | 54 768 CHF | 55 556 CHF | 99,37% | 99,37% |
14/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 89 377 | 89 377 | 58 881 CHF | 59 774 CHF | 99,35% | 99,35% |
13/11/2024 | 1,71% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 262 | 99 262 | 57 807 CHF | 58 800 CHF | 99,36% | 99,36% |
12/11/2024 | 3,24% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 175 707 | 175 706 | 53 534 CHF | 55 291 CHF | 99,02% | 99,02% |
11/11/2024 | 3,29% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 178 439 | 178 439 | 53 386 CHF | 55 170 CHF | 99,22% | 99,22% |
08/11/2024 | 4,47% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 242 792 | 242 792 | 53 159 CHF | 55 587 CHF | 99,37% | 99,37% |
07/11/2024 | 5,04% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 266 599 | 266 599 | 51 588 CHF | 54 254 CHF | 99,27% | 99,27% |