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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,71% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 035 CHF | 59 035 CHF | 98,56% | 98,56% |
22/11/2024 | 1,51% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 93 667 | 93 667 | 61 607 CHF | 62 543 CHF | 100,00% | 100,00% |
20/11/2024 | 1,74% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 110 CHF | 58 110 CHF | 100,00% | 100,00% |
19/11/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 183 CHF | 62 183 CHF | 99,89% | 99,89% |
18/11/2024 | 1,79% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 453 CHF | 56 453 CHF | 99,82% | 99,82% |
15/11/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 120 CHF | 55 120 CHF | 100,00% | 100,00% |
14/11/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 664 CHF | 59 664 CHF | 100,00% | 100,00% |
13/11/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 747 CHF | 64 747 CHF | 100,00% | 100,00% |
12/11/2024 | 1,56% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 464 CHF | 64 464 CHF | 99,70% | 99,70% |
11/11/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 674 CHF | 54 674 CHF | 99,87% | 99,87% |