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 | 2,26% | 0,90 CHF | 0,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 87 451 CHF | 89 451 CHF | 99,53% | 99,53% |
19/11/2024 | 2,34% | 0,85 CHF | 0,87 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 84 675 CHF | 86 675 CHF | 99,49% | 99,49% |
18/11/2024 | 2,40% | 0,81 CHF | 0,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 82 461 CHF | 84 461 CHF | 99,51% | 99,51% |
15/11/2024 | 2,54% | 0,76 CHF | 0,78 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 77 839 CHF | 79 839 CHF | 98,95% | 98,95% |
14/11/2024 | 2,31% | 0,82 CHF | 0,84 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 85 595 CHF | 87 595 CHF | 99,57% | 99,57% |
13/11/2024 | 2,51% | 0,93 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 79 377 CHF | 81 377 CHF | 97,05% | 97,05% |
12/11/2024 | 3,02% | 0,70 CHF | 0,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 250 CHF | 67 250 CHF | 99,56% | 99,56% |
11/11/2024 | 3,07% | 0,64 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 232 CHF | 66 232 CHF | 99,51% | 99,51% |
08/11/2024 | 3,05% | 0,66 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 657 CHF | 66 657 CHF | 99,51% | 99,51% |
07/11/2024 | 3,55% | 0,55 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 352 CHF | 57 352 CHF | 98,83% | 98,83% |