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 | 0,46% | 2,20 CHF | 2,21 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 86 292 CHF | 86 692 CHF | 99,39% | 99,39% |
19/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 89 991 CHF | 90 391 CHF | 99,30% | 99,30% |
18/11/2024 | 0,44% | 2,22 CHF | 2,23 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 44 959 CHF | 45 159 CHF | 99,28% | 99,28% |
15/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 45 264 CHF | 45 464 CHF | 99,38% | 99,38% |
14/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 46 737 CHF | 46 937 CHF | 99,38% | 99,38% |
13/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 47 060 CHF | 47 260 CHF | 99,39% | 99,39% |
12/11/2024 | 0,45% | 2,36 CHF | 2,37 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 44 788 CHF | 44 988 CHF | 99,10% | 99,10% |
11/11/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 41 712 CHF | 41 912 CHF | 99,31% | 99,31% |
08/11/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 45 843 CHF | 46 043 CHF | 99,39% | 99,39% |
07/11/2024 | 0,43% | 2,25 CHF | 2,26 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 46 137 CHF | 46 337 CHF | 99,25% | 99,25% |