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 | 3,96% | 0,28 CHF | 0,29 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 7 670 CHF | 7 978 CHF | 99,49% | 99,49% |
19/11/2024 | 3,42% | 0,30 CHF | 0,31 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 9 183 CHF | 9 496 CHF | 97,56% | 97,56% |
18/11/2024 | 6,56% | 0,23 CHF | 0,25 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 7 087 CHF | 7 562 CHF | 99,40% | 99,40% |
15/11/2024 | 3,77% | 0,25 CHF | 0,26 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 7 816 CHF | 8 116 CHF | 98,87% | 98,87% |
14/11/2024 | 3,24% | 0,28 CHF | 0,29 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 9 123 CHF | 9 423 CHF | 99,50% | 99,50% |
13/11/2024 | 3,01% | 0,39 CHF | 0,40 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 9 885 CHF | 10 185 CHF | 95,77% | 95,77% |
12/11/2024 | 3,63% | 0,32 CHF | 0,33 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 8 145 CHF | 8 445 CHF | 99,57% | 99,57% |
11/11/2024 | 3,63% | 0,23 CHF | 0,25 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 8 532 CHF | 8 844 CHF | 94,73% | 94,73% |
08/11/2024 | 2,76% | 0,38 CHF | 0,39 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 10 800 CHF | 11 100 CHF | 91,97% | 91,97% |
07/11/2024 | 11,52% | 0,26 CHF | 0,27 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 6 735 CHF | 7 532 CHF | 99,54% | 99,54% |