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 | 3,58% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 743 CHF | 14 243 CHF | 99,96% | 99,96% |
19/11/2024 | 3,25% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 135 CHF | 15 635 CHF | 97,16% | 97,16% |
18/11/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 49 220 | 49 219 | 15 883 CHF | 16 375 CHF | 99,88% | 99,88% |
15/11/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 273 CHF | 16 773 CHF | 100,00% | 100,00% |
14/11/2024 | 3,10% | 0,31 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 859 CHF | 16 359 CHF | 99,52% | 99,52% |
13/11/2024 | 3,10% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 15 904 CHF | 16 404 CHF | 99,96% | 99,96% |
12/11/2024 | 3,30% | 0,32 CHF | 0,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 916 CHF | 15 416 CHF | 99,75% | 99,75% |
11/11/2024 | 3,49% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 087 CHF | 14 587 CHF | 99,81% | 99,81% |
08/11/2024 | 3,36% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 612 CHF | 15 112 CHF | 99,84% | 99,84% |
07/11/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 554 CHF | 15 054 CHF | 96,72% | 96,72% |