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 | 1,80% | 1,12 CHF | 1,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 483 CHF | 27 983 CHF | 99,53% | 99,53% |
19/11/2024 | 1,85% | 1,08 CHF | 1,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 784 CHF | 27 284 CHF | 99,49% | 99,49% |
18/11/2024 | 1,89% | 1,03 CHF | 1,05 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 249 CHF | 26 749 CHF | 99,51% | 99,51% |
15/11/2024 | 1,97% | 0,99 CHF | 1,01 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 106 CHF | 25 606 CHF | 98,94% | 98,94% |
14/11/2024 | 1,83% | 1,05 CHF | 1,07 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 036 CHF | 27 536 CHF | 99,57% | 99,57% |
13/11/2024 | 1,95% | 1,15 CHF | 1,17 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 485 CHF | 25 985 CHF | 97,03% | 97,03% |
12/11/2024 | 2,25% | 0,92 CHF | 0,94 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 949 CHF | 22 449 CHF | 99,55% | 99,55% |
11/11/2024 | 2,28% | 0,86 CHF | 0,88 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 702 CHF | 22 202 CHF | 99,50% | 99,50% |
08/11/2024 | 2,27% | 0,88 CHF | 0,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 819 CHF | 22 319 CHF | 99,50% | 99,50% |
07/11/2024 | 2,53% | 0,78 CHF | 0,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 515 CHF | 20 015 CHF | 98,82% | 98,82% |