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 | 1,55% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 033 CHF | 65 033 CHF | 99,39% | 99,39% |
19/11/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 484 CHF | 30 984 CHF | 99,31% | 99,31% |
18/11/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 301 CHF | 34 801 CHF | 99,31% | 99,31% |
15/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 512 CHF | 35 012 CHF | 99,39% | 99,39% |
14/11/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 813 CHF | 31 313 CHF | 99,38% | 99,38% |
13/11/2024 | 1,57% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 675 CHF | 32 175 CHF | 99,39% | 99,39% |
12/11/2024 | 1,47% | 0,62 CHF | 0,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 823 CHF | 34 323 CHF | 99,10% | 99,10% |
11/11/2024 | 1,20% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 405 CHF | 41 905 CHF | 99,30% | 99,30% |
08/11/2024 | 1,31% | 0,73 CHF | 0,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 026 CHF | 38 526 CHF | 99,39% | 99,39% |
07/11/2024 | 1,09% | 0,95 CHF | 0,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 508 CHF | 46 008 CHF | 99,30% | 99,30% |