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 | 2,04% | 0,69 CHF | 0,71 CHF | 80 000 | 75 000 | 77 978 | 75 000 | 55 230 CHF | 54 258 CHF | 99,99% | 99,99% |
20/11/2024 | 1,38% | 1,00 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 917 CHF | 72 914 CHF | 100,00% | 100,00% |
19/11/2024 | 1,23% | 1,08 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 762 CHF | 84 795 CHF | 100,00% | 100,00% |
18/11/2024 | 1,43% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 760 CHF | 71 774 CHF | 100,00% | 100,00% |
15/11/2024 | 2,10% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 54 333 | 54 333 | 49 827 CHF | 50 795 CHF | 100,00% | 100,00% |
14/11/2024 | 1,47% | 0,92 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 781 CHF | 70 812 CHF | 99,22% | 99,22% |
13/11/2024 | 1,47% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 74 670 | 74 449 | 72 003 CHF | 72 850 CHF | 99,36% | 99,36% |
12/11/2024 | 1,52% | 0,93 CHF | 0,94 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 372 CHF | 67 389 CHF | 100,00% | 100,00% |
11/11/2024 | 1,86% | 0,77 CHF | 0,79 CHF | 75 000 | 75 000 | 73 099 | 73 099 | 56 318 CHF | 57 353 CHF | 100,00% | 100,00% |
08/11/2024 | 1,78% | 0,78 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 769 CHF | 60 844 CHF | 100,00% | 100,00% |