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 | 1,64% | 0,62 CHF | 0,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 234 CHF | 30 734 CHF | 100,00% | 100,00% |
19/11/2024 | 1,65% | 0,60 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 30 138 CHF | 30 638 CHF | 100,00% | 100,00% |
18/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 031 CHF | 29 531 CHF | 100,00% | 100,00% |
15/11/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 346 CHF | 28 846 CHF | 100,00% | 100,00% |
14/11/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 251 CHF | 28 751 CHF | 100,00% | 100,00% |
13/11/2024 | 1,71% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 29 001 CHF | 29 501 CHF | 100,00% | 100,00% |
12/11/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 255 CHF | 28 755 CHF | 100,00% | 100,00% |
11/11/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 889 CHF | 27 389 CHF | 100,00% | 100,00% |
08/11/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 32 528 CHF | 33 128 CHF | 100,00% | 100,00% |
07/11/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 30 687 CHF | 31 287 CHF | 100,00% | 100,00% |