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 | 2,38% | 0,40 CHF | 0,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 41 564 CHF | 42 564 CHF | 100,00% | 100,00% |
19/11/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 31 420 CHF | 32 170 CHF | 100,00% | 100,00% |
18/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 34 223 CHF | 34 973 CHF | 100,00% | 100,00% |
15/11/2024 | 2,07% | 0,46 CHF | 0,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 35 855 CHF | 36 605 CHF | 100,00% | 100,00% |
14/11/2024 | 2,05% | 0,50 CHF | 0,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 36 196 CHF | 36 946 CHF | 99,22% | 99,22% |
13/11/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 75 000 | 75 000 | 74 446 | 74 446 | 34 425 CHF | 35 176 CHF | 98,74% | 98,74% |
12/11/2024 | 2,05% | 0,46 CHF | 0,47 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 36 337 CHF | 37 087 CHF | 100,00% | 100,00% |
11/11/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 787 CHF | 40 537 CHF | 100,00% | 100,00% |
08/11/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 39 746 CHF | 40 496 CHF | 100,00% | 100,00% |
07/11/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 75 000 | 75 000 | 73 699 | 73 699 | 42 698 CHF | 43 446 CHF | 98,73% | 98,73% |