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 | 3,64% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 483 CHF | 13 983 CHF | 100,00% | 100,00% |
19/11/2024 | 3,55% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 858 CHF | 14 358 CHF | 100,00% | 100,00% |
18/11/2024 | 3,31% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 881 CHF | 15 381 CHF | 100,00% | 100,00% |
15/11/2024 | 3,20% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 374 CHF | 15 874 CHF | 100,00% | 100,00% |
14/11/2024 | 3,22% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 299 CHF | 15 799 CHF | 100,00% | 100,00% |
13/11/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 890 CHF | 15 390 CHF | 100,00% | 100,00% |
12/11/2024 | 3,39% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 487 CHF | 14 987 CHF | 100,00% | 100,00% |
11/11/2024 | 3,57% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 767 CHF | 14 267 CHF | 100,00% | 100,00% |
08/11/2024 | 3,76% | 0,27 CHF | 0,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 068 CHF | 13 568 CHF | 100,00% | 100,00% |
07/11/2024 | 3,71% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 246 CHF | 13 746 CHF | 100,00% | 100,00% |