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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1,44% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 69 081 CHF | 70 081 CHF | 99,39% | 99,39% |
20/11/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 212 CHF | 64 212 CHF | 99,39% | 99,39% |
19/11/2024 | 1,58% | 0,61 CHF | 0,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 437 CHF | 31 937 CHF | 98,60% | 98,60% |
18/11/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 519 CHF | 32 019 CHF | 99,31% | 99,31% |
15/11/2024 | 1,74% | 0,61 CHF | 0,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 603 CHF | 29 103 CHF | 99,38% | 99,38% |
14/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 086 CHF | 33 586 CHF | 99,37% | 99,37% |
13/11/2024 | 1,55% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 054 CHF | 32 554 CHF | 99,39% | 99,39% |
12/11/2024 | 1,65% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 021 CHF | 30 521 CHF | 99,09% | 99,09% |