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 | 1,85% | 0,56 CHF | 0,57 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 160 392 CHF | 163 392 CHF | 100,00% | 100,00% |
19/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 163 478 CHF | 166 478 CHF | 100,00% | 100,00% |
18/11/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 154 658 CHF | 157 658 CHF | 100,00% | 100,00% |
15/11/2024 | 1,98% | 0,52 CHF | 0,53 CHF | 300 000 | 300 000 | 299 876 | 300 000 | 150 243 CHF | 153 309 CHF | 100,00% | 100,00% |
14/11/2024 | 1,92% | 0,50 CHF | 0,51 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 154 725 CHF | 157 725 CHF | 99,79% | 99,79% |
13/11/2024 | 1,93% | 0,54 CHF | 0,55 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 154 223 CHF | 157 223 CHF | 100,00% | 100,00% |
12/11/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 156 818 CHF | 159 818 CHF | 100,00% | 100,00% |
11/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 153 120 CHF | 156 120 CHF | 100,00% | 100,00% |
08/11/2024 | 1,99% | 0,51 CHF | 0,52 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 149 435 CHF | 152 435 CHF | 100,00% | 100,00% |
07/11/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 139 288 CHF | 142 288 CHF | 100,00% | 100,00% |