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 | 1,59% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 504 CHF | 63 504 CHF | 99,39% | 99,39% |
19/11/2024 | 1,79% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 532 CHF | 56 532 CHF | 99,26% | 99,26% |
18/11/2024 | 1,70% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 501 CHF | 59 501 CHF | 99,26% | 99,26% |
15/11/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 152 CHF | 60 152 CHF | 99,38% | 99,38% |
14/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 405 CHF | 61 405 CHF | 99,31% | 99,31% |
13/11/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 639 CHF | 61 639 CHF | 99,36% | 99,36% |
12/11/2024 | 1,58% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 97 160 | 97 160 | 60 933 CHF | 61 905 CHF | 99,03% | 99,03% |
11/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 77 837 | 77 837 | 52 315 CHF | 53 093 CHF | 99,29% | 99,29% |
08/11/2024 | 1,95% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 107 701 | 107 701 | 54 599 CHF | 55 676 CHF | 99,38% | 99,38% |
07/11/2024 | 2,01% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 113 291 | 113 291 | 55 732 CHF | 56 864 CHF | 99,28% | 99,28% |