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 | 1,76% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 444 CHF | 57 444 CHF | 99,38% | 99,38% |
19/11/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 133 CHF | 57 133 CHF | 95,55% | 95,55% |
18/11/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 961 CHF | 55 961 CHF | 99,31% | 99,31% |
15/11/2024 | 1,86% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 261 CHF | 54 261 CHF | 99,35% | 99,35% |
14/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 401 CHF | 56 401 CHF | 99,26% | 99,26% |
13/11/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 89 210 | 89 210 | 48 653 CHF | 49 545 CHF | 99,09% | 99,09% |
12/11/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 505 CHF | 28 005 CHF | 98,41% | 98,41% |
11/11/2024 | 1,83% | 0,56 CHF | 0,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 112 CHF | 27 612 CHF | 98,94% | 98,94% |
08/11/2024 | 1,98% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 56 349 | 56 349 | 28 145 CHF | 28 709 CHF | 99,40% | 99,40% |
07/11/2024 | 1,93% | 0,48 CHF | 0,49 CHF | 63 000 | 63 000 | 51 772 | 51 772 | 26 556 CHF | 27 074 CHF | 99,10% | 99,10% |