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 | 1,46% | 3,95 CHF | 4,01 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 61 412 CHF | 62 312 CHF | 99,45% | 99,45% |
19/11/2024 | 1,55% | 4,20 CHF | 4,26 CHF | 15 000 | 15 000 | 14 995 | 14 995 | 57 609 CHF | 58 509 CHF | 100,00% | 100,00% |
18/11/2024 | 1,84% | 3,64 CHF | 3,70 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 48 578 CHF | 49 478 CHF | 99,28% | 99,28% |
15/11/2024 | 2,06% | 2,93 CHF | 2,99 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 43 313 CHF | 44 213 CHF | 100,00% | 100,00% |
14/11/2024 | 2,51% | 2,36 CHF | 2,42 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 35 447 CHF | 36 347 CHF | 100,00% | 100,00% |
13/11/2024 | 2,21% | 2,58 CHF | 2,64 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 40 271 CHF | 41 171 CHF | 100,00% | 100,00% |
12/11/2024 | 2,04% | 2,64 CHF | 2,70 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 43 816 CHF | 44 716 CHF | 99,82% | 99,82% |
11/11/2024 | 1,75% | 3,32 CHF | 3,38 CHF | 15 000 | 15 000 | 15 000 | 14 999 | 51 110 CHF | 52 006 CHF | 99,76% | 99,76% |
08/11/2024 | 1,63% | 3,45 CHF | 3,51 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 54 929 CHF | 55 829 CHF | 99,16% | 99,16% |
07/11/2024 | 1,43% | 4,17 CHF | 4,23 CHF | 15 000 | 15 000 | 14 994 | 14 994 | 62 573 CHF | 63 473 CHF | 99,96% | 99,96% |