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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,50% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 49 928 | 49 928 | 99 127 CHF | 99 627 CHF | 92,39% | 92,39% |
22/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 49 978 | 49 978 | 111 994 CHF | 112 494 CHF | 93,69% | 93,69% |
20/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 50 000 | 50 000 | 49 945 | 49 945 | 121 976 CHF | 122 475 CHF | 95,93% | 95,93% |
19/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 50 000 | 50 000 | 49 987 | 49 987 | 116 085 CHF | 116 585 CHF | 88,17% | 88,17% |
18/11/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 50 000 | 50 000 | 49 967 | 49 967 | 130 442 CHF | 130 942 CHF | 99,55% | 99,55% |
15/11/2024 | 0,35% | 2,75 CHF | 2,76 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 113 972 CHF | 114 372 CHF | 95,58% | 95,58% |
14/11/2024 | 0,35% | 2,96 CHF | 2,97 CHF | 40 000 | 40 000 | 39 960 | 39 960 | 113 369 CHF | 113 768 CHF | 96,84% | 96,84% |
13/11/2024 | 0,36% | 2,72 CHF | 2,73 CHF | 40 000 | 40 000 | 40 492 | 40 492 | 111 123 CHF | 111 528 CHF | 94,18% | 94,18% |
12/11/2024 | 0,36% | 2,65 CHF | 2,66 CHF | 50 000 | 50 000 | 41 225 | 41 225 | 113 492 CHF | 113 904 CHF | 96,18% | 96,18% |
11/11/2024 | 0,37% | 2,77 CHF | 2,78 CHF | 40 000 | 40 000 | 41 522 | 41 522 | 112 817 CHF | 113 232 CHF | 97,02% | 97,02% |