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 | 1,09% | 1,76 CHF | 1,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 167 CHF | 92 167 CHF | 93,70% | 93,70% |
19/11/2024 | 1,25% | 1,60 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 206 CHF | 80 206 CHF | 93,05% | 93,05% |
18/11/2024 | 1,15% | 1,65 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 284 CHF | 87 284 CHF | 93,59% | 93,59% |
15/11/2024 | 0,99% | 1,86 CHF | 1,88 CHF | 50 000 | 50 000 | 29 876 | 29 876 | 59 885 CHF | 60 483 CHF | 98,83% | 98,83% |
14/11/2024 | 1,04% | 2,21 CHF | 2,23 CHF | 25 000 | 25 000 | 45 593 | 45 593 | 86 280 CHF | 87 192 CHF | 98,25% | 98,25% |
13/11/2024 | 1,25% | 1,66 CHF | 1,68 CHF | 50 000 | 50 000 | 44 568 | 44 568 | 71 415 CHF | 72 306 CHF | 97,80% | 97,80% |
12/11/2024 | 2,01% | 1,04 CHF | 1,06 CHF | 25 000 | 25 000 | 33 567 | 33 567 | 32 971 CHF | 33 642 CHF | 99,05% | 99,05% |
11/11/2024 | 2,20% | 0,96 CHF | 0,98 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 34 195 CHF | 34 955 CHF | 99,38% | 99,38% |
08/11/2024 | 2,36% | 0,83 CHF | 0,85 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 31 783 CHF | 32 543 CHF | 99,30% | 99,30% |
07/11/2024 | 2,51% | 0,83 CHF | 0,85 CHF | 38 000 | 38 000 | 38 268 | 38 268 | 30 103 CHF | 30 868 CHF | 99,33% | 99,33% |