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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,35% | 15,05 CHF | 15,10 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 289 078 CHF | 290 069 CHF | 99,89% | 99,89% |
20/11/2024 | 0,36% | 13,70 CHF | 13,75 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 275 369 CHF | 276 358 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 13,35 CHF | 13,40 CHF | 20 000 | 20 000 | 19 696 | 19 695 | 266 235 CHF | 267 219 CHF | 61,62% | 61,62% |
18/11/2024 | 0,41% | 13,50 CHF | 13,55 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 243 934 CHF | 244 926 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 12,90 CHF | 12,95 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 249 449 CHF | 250 449 CHF | 70,44% | 70,44% |
14/11/2024 | 0,38% | 13,15 CHF | 13,20 CHF | 20 000 | 20 000 | 19 813 | 19 812 | 260 083 CHF | 261 073 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 12,45 CHF | 12,50 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 247 374 CHF | 248 366 CHF | 99,70% | 99,70% |
12/11/2024 | 0,40% | 12,20 CHF | 12,25 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 252 259 CHF | 253 250 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 12,25 CHF | 12,30 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 259 805 CHF | 260 796 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 13,90 CHF | 13,95 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 288 739 CHF | 289 730 CHF | 100,00% | 100,00% |