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 | 3,08% | 0,90 CHF | 0,93 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 14 423 CHF | 14 873 CHF | 99,98% | 99,98% |
19/11/2024 | 3,28% | 0,91 CHF | 0,94 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 13 516 CHF | 13 966 CHF | 99,82% | 99,82% |
18/11/2024 | 3,28% | 0,92 CHF | 0,95 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 13 488 CHF | 13 938 CHF | 99,90% | 99,90% |
15/11/2024 | 3,04% | 0,95 CHF | 0,98 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 14 557 CHF | 15 007 CHF | 100,00% | 100,00% |
14/11/2024 | 2,93% | 1,03 CHF | 1,06 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 15 125 CHF | 15 575 CHF | 99,66% | 99,66% |
13/11/2024 | 3,25% | 0,95 CHF | 0,98 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 13 632 CHF | 14 082 CHF | 99,94% | 99,94% |
12/11/2024 | 3,01% | 0,94 CHF | 0,97 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 14 734 CHF | 15 184 CHF | 99,81% | 99,81% |
11/11/2024 | 2,68% | 1,04 CHF | 1,07 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 16 603 CHF | 17 053 CHF | 99,85% | 99,85% |
08/11/2024 | 2,88% | 1,04 CHF | 1,07 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 15 408 CHF | 15 858 CHF | 99,88% | 99,88% |
07/11/2024 | 2,94% | 1,00 CHF | 1,03 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 15 067 CHF | 15 517 CHF | 99,91% | 99,91% |