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 | 4,36% | 0,21 CHF | 0,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 11 224 CHF | 11 724 CHF | 99,98% | 99,98% |
19/11/2024 | 4,62% | 0,22 CHF | 0,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 572 CHF | 11 072 CHF | 99,92% | 99,92% |
18/11/2024 | 4,58% | 0,21 CHF | 0,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 661 CHF | 11 161 CHF | 99,95% | 99,95% |
15/11/2024 | 4,58% | 0,22 CHF | 0,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 676 CHF | 11 176 CHF | 100,00% | 100,00% |
14/11/2024 | 4,78% | 0,21 CHF | 0,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 225 CHF | 10 725 CHF | 99,72% | 99,72% |
13/11/2024 | 4,91% | 0,19 CHF | 0,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 9 957 CHF | 10 457 CHF | 99,94% | 99,94% |
12/11/2024 | 4,47% | 0,21 CHF | 0,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 950 CHF | 11 450 CHF | 99,77% | 99,77% |
11/11/2024 | 4,08% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 008 CHF | 12 508 CHF | 99,84% | 99,84% |
08/11/2024 | 4,08% | 0,24 CHF | 0,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 000 CHF | 12 500 CHF | 99,84% | 99,84% |
07/11/2024 | 3,91% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 539 CHF | 13 039 CHF | 99,90% | 99,90% |