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 | 1,11% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 340 CHF | 48 318 CHF | 100,00% | 100,00% |
19/11/2024 | 1,21% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 51 930 | 50 000 | 52 308 CHF | 51 019 CHF | 99,40% | 99,40% |
18/11/2024 | 1,29% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 57 972 | 50 000 | 57 272 CHF | 50 075 CHF | 100,00% | 100,00% |
15/11/2024 | 1,46% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 56 904 | 50 000 | 54 979 CHF | 49 167 CHF | 100,00% | 100,00% |
14/11/2024 | 1,68% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 609 CHF | 47 126 CHF | 99,52% | 99,52% |
13/11/2024 | 1,47% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 49 383 | 53 535 CHF | 44 720 CHF | 99,32% | 99,32% |
12/11/2024 | 1,71% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 67 925 | 50 000 | 55 824 CHF | 41 844 CHF | 100,00% | 100,00% |
11/11/2024 | 1,72% | 0,84 CHF | 0,86 CHF | 60 000 | 50 000 | 61 020 | 50 000 | 51 439 CHF | 42 893 CHF | 100,00% | 100,00% |
08/11/2024 | 1,35% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 51 590 CHF | 43 574 CHF | 100,00% | 100,00% |
07/11/2024 | 1,37% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 48 444 | 54 857 CHF | 44 925 CHF | 99,13% | 99,13% |