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 | 0,60% | 1,69 CHF | 1,70 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 33 162 CHF | 33 360 CHF | 99,98% | 99,98% |
20/11/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 28 215 CHF | 28 413 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 20 000 | 20 000 | 19 809 | 19 809 | 25 109 CHF | 25 307 CHF | 98,76% | 98,76% |
18/11/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 28 605 CHF | 28 803 CHF | 100,00% | 100,00% |
15/11/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 29 311 CHF | 29 511 CHF | 71,36% | 71,36% |
14/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 28 914 CHF | 29 112 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 28 273 CHF | 28 471 CHF | 99,26% | 99,26% |
12/11/2024 | 0,67% | 1,46 CHF | 1,47 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 29 873 CHF | 30 072 CHF | 100,00% | 100,00% |
11/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 20 000 | 20 000 | 19 672 | 19 672 | 31 975 CHF | 32 172 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 31 692 CHF | 31 890 CHF | 100,00% | 100,00% |