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 | 1,65% | 0,58 CHF | 0,59 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 66 224 CHF | 67 324 CHF | 100,00% | 100,00% |
19/11/2024 | 1,53% | 0,62 CHF | 0,63 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 71 490 CHF | 72 590 CHF | 100,00% | 100,00% |
18/11/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 73 670 CHF | 74 770 CHF | 100,00% | 100,00% |
15/11/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 75 428 CHF | 76 528 CHF | 100,00% | 100,00% |
14/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 74 374 CHF | 75 474 CHF | 99,36% | 99,36% |
13/11/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 74 240 CHF | 75 340 CHF | 100,00% | 100,00% |
12/11/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 75 667 CHF | 76 773 CHF | 100,00% | 100,00% |
11/11/2024 | 2,80% | 0,69 CHF | 0,71 CHF | 110 000 | 110 000 | 109 980 | 109 980 | 77 058 CHF | 79 245 CHF | 99,93% | 99,93% |
08/11/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 74 263 CHF | 75 376 CHF | 100,00% | 100,00% |
07/11/2024 | 2,70% | 0,69 CHF | 0,71 CHF | 110 000 | 110 000 | 109 976 | 109 976 | 76 591 CHF | 78 687 CHF | 100,00% | 100,00% |