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 | 1,78% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 579 CHF | 56 579 CHF | 100,00% | 100,00% |
19/11/2024 | 1,79% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 561 CHF | 56 561 CHF | 99,26% | 99,26% |
18/11/2024 | 1,66% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 884 CHF | 60 884 CHF | 99,89% | 99,89% |
15/11/2024 | 1,66% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 768 CHF | 60 768 CHF | 100,00% | 100,00% |
14/11/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 472 CHF | 59 472 CHF | 100,00% | 100,00% |
13/11/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 213 CHF | 54 213 CHF | 100,00% | 100,00% |
12/11/2024 | 1,74% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 918 CHF | 57 918 CHF | 99,66% | 99,66% |
11/11/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 415 CHF | 57 415 CHF | 99,89% | 99,89% |
08/11/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 921 CHF | 55 921 CHF | 100,00% | 100,00% |
07/11/2024 | 1,88% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 823 CHF | 53 823 CHF | 99,91% | 99,91% |