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 | 1,14% | 0,85 CHF | 0,86 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 173 950 CHF | 175 950 CHF | 99,38% | 99,38% |
19/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 165 274 CHF | 167 274 CHF | 99,26% | 99,26% |
18/11/2024 | 1,10% | 0,87 CHF | 0,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 204 CHF | 45 704 CHF | 99,29% | 99,29% |
15/11/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 294 CHF | 45 794 CHF | 99,38% | 99,38% |
14/11/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 44 024 CHF | 44 524 CHF | 99,35% | 99,35% |
13/11/2024 | 1,20% | 0,87 CHF | 0,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 367 CHF | 41 867 CHF | 99,38% | 99,38% |
12/11/2024 | 1,59% | 0,55 CHF | 0,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 215 CHF | 31 715 CHF | 99,08% | 99,08% |
11/11/2024 | 1,59% | 0,63 CHF | 0,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 147 CHF | 31 647 CHF | 99,28% | 99,28% |
08/11/2024 | 1,82% | 0,57 CHF | 0,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 252 CHF | 27 752 CHF | 99,39% | 99,39% |
07/11/2024 | 1,93% | 0,54 CHF | 0,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 25 724 CHF | 26 224 CHF | 99,24% | 99,24% |