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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 393 CHF | 40 893 CHF | 99,53% | 99,53% |
22/11/2024 | 1,16% | 0,82 CHF | 0,83 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 34 208 CHF | 34 608 CHF | 98,21% | 98,26% |
20/11/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 44 793 CHF | 45 243 CHF | 99,59% | 99,59% |
19/11/2024 | 0,98% | 0,98 CHF | 0,99 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 45 913 CHF | 46 363 CHF | 99,50% | 99,56% |
18/11/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 49 754 CHF | 50 254 CHF | 99,56% | 99,56% |
15/11/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 903 CHF | 46 403 CHF | 98,92% | 98,92% |
14/11/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 42 388 CHF | 42 838 CHF | 99,58% | 99,58% |
13/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 47 319 CHF | 47 819 CHF | 99,59% | 99,59% |
12/11/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 635 CHF | 46 135 CHF | 99,58% | 99,58% |
11/11/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 42 269 CHF | 42 769 CHF | 99,52% | 99,52% |