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 | 0,25% | 3,89 CHF | 3,90 CHF | 50 000 | 50 000 | 30 431 | 30 431 | 121 359 CHF | 121 663 CHF | 99,66% | 99,66% |
19/11/2024 | 0,96% | 4,00 CHF | 4,01 CHF | 50 000 | 50 000 | 20 500 | 20 500 | 80 137 CHF | 80 409 CHF | 95,91% | 95,91% |
18/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 50 000 | 50 000 | 30 447 | 30 447 | 121 985 CHF | 122 290 CHF | 99,36% | 99,36% |
15/11/2024 | 2,03% | 3,53 CHF | 3,60 CHF | 5 000 | 5 000 | 3 046 | 3 046 | 10 438 CHF | 10 651 CHF | 99,18% | 99,18% |
14/11/2024 | 1,88% | 3,53 CHF | 3,60 CHF | 5 000 | 5 000 | 3 044 | 3 044 | 11 192 CHF | 11 405 CHF | 99,50% | 99,50% |
13/11/2024 | 1,49% | 3,73 CHF | 3,74 CHF | 50 000 | 50 000 | 12 590 | 12 590 | 47 759 CHF | 48 005 CHF | 97,26% | 97,26% |
12/11/2024 | 0,86% | 3,92 CHF | 3,93 CHF | 50 000 | 50 000 | 22 998 | 22 998 | 92 433 CHF | 92 724 CHF | 97,82% | 97,82% |
11/11/2024 | 0,25% | 4,16 CHF | 4,17 CHF | 50 000 | 50 000 | 30 372 | 30 372 | 120 466 CHF | 120 769 CHF | 98,59% | 98,59% |
08/11/2024 | 0,31% | 3,46 CHF | 3,47 CHF | 50 000 | 50 000 | 30 434 | 30 434 | 98 280 CHF | 98 584 CHF | 99,44% | 99,44% |
07/11/2024 | 0,33% | 3,15 CHF | 3,16 CHF | 50 000 | 50 000 | 30 449 | 30 449 | 91 615 CHF | 91 919 CHF | 99,34% | 99,34% |