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 | 3,30% | 0,62 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 588 CHF | 61 588 CHF | 99,53% | 99,53% |
19/11/2024 | 3,46% | 0,57 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 830 CHF | 58 830 CHF | 99,49% | 99,49% |
18/11/2024 | 3,60% | 0,53 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 527 CHF | 56 527 CHF | 99,51% | 99,51% |
15/11/2024 | 3,93% | 0,48 CHF | 0,50 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 49 843 CHF | 51 843 CHF | 98,95% | 98,95% |
14/11/2024 | 3,42% | 0,54 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 639 CHF | 59 639 CHF | 99,57% | 99,57% |
13/11/2024 | 3,88% | 0,65 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 411 CHF | 53 411 CHF | 97,05% | 97,05% |
12/11/2024 | 5,23% | 0,42 CHF | 0,44 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 37 305 CHF | 39 305 CHF | 99,56% | 99,56% |
11/11/2024 | 5,38% | 0,36 CHF | 0,38 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 36 243 CHF | 38 243 CHF | 99,51% | 99,51% |
08/11/2024 | 5,29% | 0,38 CHF | 0,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 36 872 CHF | 38 872 CHF | 94,25% | 99,51% |
07/11/2024 | - | 0,27 CHF | 0,44 CHF | 100 000 | 1 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,83% |