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 | 1,69% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 737 CHF | 59 737 CHF | 99,00% | 99,00% |
19/11/2024 | 1,91% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 870 CHF | 52 870 CHF | 100,00% | 100,00% |
18/11/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 658 CHF | 52 658 CHF | 100,00% | 100,00% |
15/11/2024 | 1,79% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 555 CHF | 56 555 CHF | 100,00% | 100,00% |
14/11/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 298 CHF | 62 298 CHF | 99,22% | 99,22% |
13/11/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 99 559 | 99 160 | 65 027 CHF | 65 767 CHF | 99,36% | 99,36% |
12/11/2024 | 1,39% | 0,72 CHF | 0,73 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 938 CHF | 72 938 CHF | 100,00% | 100,00% |
11/11/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 570 CHF | 62 570 CHF | 99,41% | 99,41% |
08/11/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 816 CHF | 57 816 CHF | 100,00% | 100,00% |
07/11/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 99 266 | 97 395 | 63 404 CHF | 63 227 CHF | 98,73% | 98,73% |