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 | 1,76% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 246 CHF | 57 246 CHF | 99,80% | 99,80% |
19/11/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 605 CHF | 53 605 CHF | 99,71% | 99,71% |
18/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 277 CHF | 56 277 CHF | 99,70% | 99,70% |
15/11/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 272 CHF | 60 272 CHF | 99,80% | 99,80% |
14/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 957 CHF | 61 957 CHF | 99,81% | 99,81% |
13/11/2024 | 1,67% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 381 CHF | 60 381 CHF | 99,80% | 99,80% |
12/11/2024 | 1,57% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 094 CHF | 64 094 CHF | 99,49% | 99,49% |
11/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 97 651 | 97 651 | 64 273 CHF | 65 250 CHF | 99,70% | 99,70% |
08/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 428 CHF | 64 428 CHF | 99,81% | 99,81% |
07/11/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 89 438 | 89 439 | 59 141 CHF | 60 035 CHF | 95,69% | 95,69% |