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 | 1,08% | 0,89 CHF | 0,90 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 36 858 CHF | 37 258 CHF | 94,59% | 94,59% |
19/11/2024 | 1,07% | 0,93 CHF | 0,94 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 37 018 CHF | 37 418 CHF | 97,31% | 97,31% |
18/11/2024 | 1,10% | 0,92 CHF | 0,93 CHF | 40 000 | 40 000 | 39 987 | 39 987 | 36 163 CHF | 36 562 CHF | 99,41% | 99,41% |
15/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 34 909 CHF | 35 309 CHF | 99,10% | 99,10% |
14/11/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 35 324 CHF | 35 724 CHF | 98,07% | 98,07% |
13/11/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 40 000 | 40 000 | 39 996 | 39 996 | 34 950 CHF | 35 350 CHF | 99,58% | 99,58% |
12/11/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 40 000 | 40 000 | 39 995 | 39 995 | 37 516 CHF | 37 916 CHF | 99,03% | 99,03% |
11/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 40 000 | 40 000 | 39 996 | 39 996 | 40 092 CHF | 40 492 CHF | 98,86% | 98,86% |
08/11/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 40 317 CHF | 40 717 CHF | 97,27% | 97,27% |
07/11/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 41 097 CHF | 41 497 CHF | 99,52% | 99,52% |