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 | 1,28% | 0,74 CHF | 0,75 CHF | 40 000 | 40 000 | 39 997 | 39 997 | 31 015 CHF | 31 415 CHF | 99,43% | 99,43% |
19/11/2024 | 1,36% | 0,70 CHF | 0,71 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 29 362 CHF | 29 762 CHF | 100,00% | 100,00% |
18/11/2024 | 1,72% | 0,66 CHF | 0,67 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 23 195 CHF | 23 595 CHF | 99,88% | 99,88% |
15/11/2024 | 2,29% | 0,46 CHF | 0,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 21 581 CHF | 22 081 CHF | 100,00% | 100,00% |
14/11/2024 | 2,88% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 578 CHF | 18 078 CHF | 98,67% | 98,67% |
13/11/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 20 739 CHF | 21 239 CHF | 100,00% | 100,00% |
12/11/2024 | 2,22% | 0,39 CHF | 0,40 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 17 930 CHF | 18 330 CHF | 99,87% | 99,87% |
11/11/2024 | 1,72% | 0,54 CHF | 0,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 836 CHF | 29 336 CHF | 100,00% | 100,00% |
08/11/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 186 CHF | 15 686 CHF | 98,31% | 98,31% |
07/11/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 655 CHF | 19 155 CHF | 100,00% | 100,00% |