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 | 1,12% | 0,90 CHF | 0,91 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 265 264 CHF | 268 264 CHF | 100,00% | 100,00% |
19/11/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 266 901 CHF | 269 901 CHF | 99,88% | 99,88% |
18/11/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 300 000 | 300 000 | 297 071 | 297 071 | 255 112 CHF | 258 082 CHF | 100,00% | 100,00% |
15/11/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 290 000 | 290 000 | 290 584 | 290 584 | 242 437 CHF | 245 343 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 290 000 | 290 000 | 290 000 | 290 000 | 228 366 CHF | 231 266 CHF | 100,00% | 100,00% |
13/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 290 000 | 290 000 | 284 460 | 284 460 | 216 867 CHF | 219 712 CHF | 100,00% | 100,00% |
12/11/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 290 000 | 290 000 | 285 346 | 285 346 | 218 852 CHF | 221 705 CHF | 99,91% | 99,91% |
11/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 207 280 CHF | 210 080 CHF | 100,00% | 100,00% |
08/11/2024 | 1,30% | 0,77 CHF | 0,78 CHF | 290 000 | 290 000 | 283 999 | 283 999 | 216 413 CHF | 219 253 CHF | 98,92% | 98,92% |
07/11/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 280 000 | 280 000 | 280 000 | 280 000 | 207 353 CHF | 210 153 CHF | 100,00% | 100,00% |