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 | 0,33% | 2,97 CHF | 2,98 CHF | 20 000 | 20 000 | 20 000 | 9 041 | 61 260 CHF | 27 527 CHF | 99,63% | 99,63% |
19/11/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 20 000 | 20 000 | 20 000 | 9 500 | 59 830 CHF | 28 422 CHF | 86,46% | 86,46% |
18/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 20 000 | 20 000 | 20 000 | 9 042 | 60 810 CHF | 27 599 CHF | 99,58% | 99,58% |
15/11/2024 | 0,32% | 3,05 CHF | 3,06 CHF | 20 000 | 20 000 | 20 000 | 9 038 | 63 275 CHF | 28 445 CHF | 99,62% | 99,62% |
14/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 20 000 | 20 000 | 20 000 | 9 041 | 64 262 CHF | 29 171 CHF | 99,61% | 99,61% |
13/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 20 000 | 20 000 | 20 000 | 9 106 | 62 528 CHF | 28 478 CHF | 97,53% | 97,53% |
12/11/2024 | 0,33% | 3,10 CHF | 3,11 CHF | 20 000 | 20 000 | 20 000 | 9 120 | 61 243 CHF | 28 093 CHF | 97,00% | 97,00% |
11/11/2024 | 0,32% | 3,05 CHF | 3,06 CHF | 20 000 | 20 000 | 20 000 | 9 039 | 62 626 CHF | 28 344 CHF | 99,60% | 99,60% |
08/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 20 000 | 20 000 | 20 000 | 9 038 | 63 058 CHF | 28 592 CHF | 99,61% | 99,61% |
07/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 20 000 | 20 000 | 20 000 | 9 040 | 62 062 CHF | 28 181 CHF | 99,63% | 99,63% |