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 | 0,75% | 1,44 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 750 CHF | 74 307 CHF | 100,00% | 100,00% |
20/11/2024 | 0,64% | 1,52 CHF | 1,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 723 CHF | 78 223 CHF | 99,00% | 99,00% |
19/11/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 291 CHF | 77 791 CHF | 100,00% | 100,00% |
18/11/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 350 CHF | 80 850 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 989 CHF | 82 652 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 112 CHF | 82 830 CHF | 99,22% | 99,22% |
13/11/2024 | 0,85% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 49 884 | 49 710 | 80 259 CHF | 80 664 CHF | 99,36% | 99,36% |
12/11/2024 | 0,74% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 672 CHF | 85 304 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 580 CHF | 88 317 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 1,69 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 453 CHF | 85 035 CHF | 100,00% | 100,00% |