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 | 5,06% | 0,36 CHF | 0,38 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 38 610 CHF | 40 610 CHF | 99,53% | 99,53% |
19/11/2024 | 4,73% | 0,41 CHF | 0,43 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 41 333 CHF | 43 333 CHF | 99,49% | 99,49% |
18/11/2024 | 4,45% | 0,46 CHF | 0,48 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 43 976 CHF | 45 976 CHF | 98,76% | 98,76% |
15/11/2024 | 4,00% | 0,50 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 49 058 CHF | 51 058 CHF | 98,95% | 98,95% |
14/11/2024 | 4,77% | 0,45 CHF | 0,47 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 41 181 CHF | 43 181 CHF | 99,57% | 99,57% |
13/11/2024 | 4,23% | 0,34 CHF | 0,36 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 47 508 CHF | 49 508 CHF | 97,05% | 97,05% |
12/11/2024 | 3,20% | 0,57 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 594 CHF | 63 594 CHF | 99,56% | 99,56% |
11/11/2024 | 3,13% | 0,64 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 849 CHF | 64 849 CHF | 99,51% | 99,51% |
08/11/2024 | 3,14% | 0,62 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 824 CHF | 64 824 CHF | 99,51% | 99,51% |
07/11/2024 | 2,72% | 0,73 CHF | 0,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 72 652 CHF | 74 652 CHF | 98,83% | 98,83% |