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 | 1,52% | 0,71 CHF | 0,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 766 CHF | 33 266 CHF | 99,97% | 99,97% |
19/11/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 169 CHF | 35 669 CHF | 99,80% | 99,80% |
18/11/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 734 CHF | 35 234 CHF | 99,89% | 99,89% |
15/11/2024 | 1,43% | 0,67 CHF | 0,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 814 CHF | 35 314 CHF | 100,00% | 100,00% |
14/11/2024 | 1,35% | 0,73 CHF | 0,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 798 CHF | 37 298 CHF | 99,61% | 99,61% |
13/11/2024 | 1,30% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 414 CHF | 38 914 CHF | 99,93% | 99,93% |
12/11/2024 | 1,48% | 0,71 CHF | 0,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 469 CHF | 33 969 CHF | 99,76% | 99,76% |
11/11/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 580 CHF | 30 080 CHF | 99,81% | 99,81% |
08/11/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 428 CHF | 30 928 CHF | 99,85% | 99,85% |
07/11/2024 | 1,76% | 0,55 CHF | 0,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 244 CHF | 28 744 CHF | 99,89% | 99,89% |