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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 29 038 CHF | 29 236 CHF | 99,98% | 99,98% |
20/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 24 086 CHF | 24 284 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 1,09 CHF | 1,10 CHF | 20 000 | 20 000 | 19 809 | 19 809 | 20 985 CHF | 21 183 CHF | 98,76% | 98,76% |
18/11/2024 | 0,82% | 1,18 CHF | 1,19 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 24 478 CHF | 24 677 CHF | 100,00% | 100,00% |
15/11/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 25 137 CHF | 25 337 CHF | 71,36% | 71,36% |
14/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 24 802 CHF | 25 001 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 24 164 CHF | 24 362 CHF | 99,26% | 99,26% |
12/11/2024 | 0,77% | 1,25 CHF | 1,26 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 25 756 CHF | 25 955 CHF | 100,00% | 100,00% |
11/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 20 000 | 20 000 | 19 672 | 19 672 | 27 879 CHF | 28 076 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 27 599 CHF | 27 797 CHF | 100,00% | 100,00% |