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 | 0,79% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 260 CHF | 63 760 CHF | 98,26% | 98,26% |
20/11/2024 | 0,78% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 591 CHF | 64 091 CHF | 99,43% | 99,43% |
19/11/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 622 CHF | 57 122 CHF | 99,01% | 99,01% |
18/11/2024 | 0,84% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 252 CHF | 59 752 CHF | 99,27% | 99,27% |
15/11/2024 | 0,70% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 438 CHF | 71 938 CHF | 98,27% | 98,27% |
14/11/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 440 CHF | 78 940 CHF | 98,53% | 98,53% |
13/11/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 44 685 | 44 685 | 72 033 CHF | 72 480 CHF | 99,23% | 99,23% |
12/11/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 893 CHF | 41 143 CHF | 98,95% | 98,95% |
11/11/2024 | 0,59% | 1,59 CHF | 1,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 260 CHF | 42 510 CHF | 95,54% | 95,54% |
08/11/2024 | 0,58% | 1,67 CHF | 1,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 208 CHF | 43 458 CHF | 99,44% | 99,44% |