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 | 1,74% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 103 CHF | 58 103 CHF | 99,19% | 99,19% |
19/11/2024 | 2,01% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 118 415 | 118 415 | 58 155 CHF | 59 339 CHF | 99,02% | 99,02% |
18/11/2024 | 2,07% | 0,52 CHF | 0,53 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 59 771 CHF | 61 021 CHF | 99,13% | 99,13% |
15/11/2024 | 2,07% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 124 877 | 124 877 | 59 832 CHF | 61 081 CHF | 97,87% | 97,87% |
14/11/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 261 | 100 261 | 55 484 CHF | 56 486 CHF | 98,70% | 98,70% |
13/11/2024 | 1,87% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 97 307 | 97 307 | 51 611 CHF | 52 584 CHF | 98,20% | 98,20% |
12/11/2024 | 2,04% | 0,47 CHF | 0,48 CHF | 63 000 | 63 000 | 63 000 | 63 000 | 30 650 CHF | 31 280 CHF | 98,89% | 98,89% |
11/11/2024 | 2,30% | 0,45 CHF | 0,46 CHF | 63 000 | 63 000 | 63 050 | 63 050 | 27 144 CHF | 27 774 CHF | 99,34% | 99,34% |
08/11/2024 | 2,41% | 0,39 CHF | 0,40 CHF | 75 000 | 75 000 | 64 514 | 64 514 | 26 477 CHF | 27 122 CHF | 99,38% | 99,38% |
07/11/2024 | 2,63% | 0,38 CHF | 0,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 28 131 CHF | 28 881 CHF | 99,03% | 99,03% |