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 | 1,34% | 3,74 CHF | 3,79 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 36 980 CHF | 37 480 CHF | 99,97% | 99,97% |
19/11/2024 | 1,30% | 3,85 CHF | 3,90 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 38 257 CHF | 38 757 CHF | 97,39% | 97,39% |
18/11/2024 | 1,38% | 3,67 CHF | 3,72 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 36 099 CHF | 36 599 CHF | 99,92% | 99,92% |
15/11/2024 | 1,47% | 3,37 CHF | 3,42 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 33 724 CHF | 34 224 CHF | 100,00% | 100,00% |
14/11/2024 | 1,52% | 3,29 CHF | 3,34 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 32 652 CHF | 33 152 CHF | 99,61% | 99,61% |
13/11/2024 | 1,42% | 3,35 CHF | 3,40 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 34 872 CHF | 35 372 CHF | 89,76% | 89,76% |
12/11/2024 | 1,47% | 3,49 CHF | 3,54 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 33 783 CHF | 34 283 CHF | 99,83% | 99,83% |
11/11/2024 | 1,54% | 3,27 CHF | 3,32 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 32 240 CHF | 32 740 CHF | 99,84% | 99,84% |
08/11/2024 | 1,49% | 3,24 CHF | 3,29 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 33 216 CHF | 33 716 CHF | 99,83% | 99,83% |
07/11/2024 | 1,57% | 3,20 CHF | 3,25 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 31 614 CHF | 32 114 CHF | 99,90% | 99,90% |