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 | 0,73% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 600 CHF | 69 100 CHF | 93,47% | 99,49% |
19/11/2024 | 0,80% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 420 CHF | 62 920 CHF | 91,21% | 91,21% |
18/11/2024 | 0,82% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 474 CHF | 60 974 CHF | 99,16% | 99,16% |
15/11/2024 | 0,79% | 1,13 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 834 CHF | 63 334 CHF | 98,66% | 98,66% |
14/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 536 CHF | 68 036 CHF | 19,99% | 99,28% |
13/11/2024 | 0,68% | 1,46 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 047 CHF | 73 547 CHF | 2,24% | 98,15% |
12/11/2024 | - | 1,48 CHF | - CHF | 25 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,99% |
11/11/2024 | 0,71% | 1,47 CHF | 1,48 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 278 CHF | 35 528 CHF | 26,82% | 99,31% |
08/11/2024 | 0,68% | 1,42 CHF | 1,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 439 CHF | 36 689 CHF | 63,23% | 99,49% |
07/11/2024 | 0,71% | 1,44 CHF | 1,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 022 CHF | 35 272 CHF | 98,83% | 98,83% |