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 | 1,73% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 240 CHF | 58 240 CHF | 100,00% | 100,00% |
19/11/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 211 CHF | 56 211 CHF | 100,00% | 100,00% |
18/11/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 679 CHF | 54 679 CHF | 100,00% | 100,00% |
15/11/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 931 CHF | 55 931 CHF | 100,00% | 100,00% |
14/11/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 122 | 100 000 | 52 965 CHF | 53 905 CHF | 99,22% | 99,22% |
13/11/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 104 259 | 99 160 | 51 920 CHF | 50 415 CHF | 99,36% | 99,36% |
12/11/2024 | 1,72% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 829 CHF | 58 829 CHF | 100,00% | 100,00% |
11/11/2024 | 1,50% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 66 407 CHF | 67 407 CHF | 100,00% | 100,00% |
08/11/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 65 013 CHF | 66 013 CHF | 100,00% | 100,00% |
07/11/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 98 958 | 97 395 | 65 195 CHF | 65 166 CHF | 98,73% | 98,73% |