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% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 534 CHF | 65 534 CHF | 99,39% | 99,39% |
19/11/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 47 357 CHF | 48 107 CHF | 98,68% | 98,68% |
18/11/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 46 594 CHF | 47 344 CHF | 99,29% | 99,29% |
15/11/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 44 863 CHF | 45 613 CHF | 99,39% | 99,39% |
14/11/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 47 742 CHF | 48 492 CHF | 99,37% | 99,37% |
13/11/2024 | 1,65% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 45 344 CHF | 46 094 CHF | 99,39% | 99,39% |
12/11/2024 | 1,85% | 0,56 CHF | 0,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 40 101 CHF | 40 851 CHF | 99,09% | 99,09% |
11/11/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 727 CHF | 40 477 CHF | 99,29% | 99,29% |
08/11/2024 | 1,86% | 0,54 CHF | 0,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 933 CHF | 40 683 CHF | 99,39% | 99,39% |
07/11/2024 | 2,03% | 0,48 CHF | 0,49 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 36 494 CHF | 37 244 CHF | 99,27% | 99,27% |