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 | 5,38% | 0,20 CHF | 0,21 CHF | 50 000 | 50 000 | 69 347 | 69 348 | 12 491 CHF | 13 185 CHF | 99,95% | 99,95% |
19/11/2024 | 5,16% | 0,19 CHF | 0,20 CHF | 75 000 | 75 000 | 71 343 | 71 341 | 13 461 CHF | 14 174 CHF | 99,77% | 99,77% |
18/11/2024 | 5,16% | 0,18 CHF | 0,19 CHF | 75 000 | 75 000 | 67 771 | 67 773 | 12 758 CHF | 13 436 CHF | 99,88% | 99,88% |
15/11/2024 | 4,67% | 0,21 CHF | 0,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 472 CHF | 10 972 CHF | 100,00% | 100,00% |
14/11/2024 | 4,76% | 0,21 CHF | 0,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 10 273 CHF | 10 773 CHF | 99,64% | 99,64% |
13/11/2024 | 4,81% | 0,21 CHF | 0,22 CHF | 50 000 | 50 000 | 54 203 | 54 203 | 10 966 CHF | 11 508 CHF | 99,95% | 99,95% |
12/11/2024 | 5,65% | 0,18 CHF | 0,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 12 916 CHF | 13 666 CHF | 99,78% | 99,78% |
11/11/2024 | 6,04% | 0,16 CHF | 0,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 12 058 CHF | 12 808 CHF | 99,80% | 99,80% |
08/11/2024 | 5,24% | 0,17 CHF | 0,18 CHF | 75 000 | 75 000 | 68 221 | 68 222 | 12 633 CHF | 13 315 CHF | 99,84% | 99,84% |
07/11/2024 | 5,17% | 0,20 CHF | 0,21 CHF | 75 000 | 75 000 | 74 584 | 74 581 | 14 054 CHF | 14 800 CHF | 99,90% | 99,90% |