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 | 1,54% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 97 851 | 97 851 | 63 083 CHF | 64 061 CHF | 100,00% | 100,00% |
19/11/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 721 CHF | 60 721 CHF | 99,86% | 99,86% |
18/11/2024 | 1,59% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 375 CHF | 63 375 CHF | 99,89% | 99,89% |
15/11/2024 | 1,55% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 145 CHF | 65 145 CHF | 100,00% | 100,00% |
14/11/2024 | 1,47% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 81 510 | 81 510 | 54 894 CHF | 55 709 CHF | 100,00% | 100,00% |
13/11/2024 | 1,50% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 86 405 | 86 405 | 57 142 CHF | 58 006 CHF | 100,00% | 100,00% |
12/11/2024 | 1,25% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 684 CHF | 60 434 CHF | 99,68% | 99,68% |
11/11/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 451 CHF | 63 201 CHF | 99,91% | 99,91% |
08/11/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 040 CHF | 57 790 CHF | 100,00% | 100,00% |
07/11/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 618 CHF | 61 368 CHF | 99,89% | 99,89% |