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 | 3,86% | 0,93 CHF | 0,95 CHF | 60 000 | 25 000 | 59 665 | 12 932 | 57 947 CHF | 12 968 CHF | 99,67% | 99,67% |
19/11/2024 | 4,02% | 0,93 CHF | 0,95 CHF | 60 000 | 25 000 | 60 000 | 12 933 | 56 218 CHF | 12 498 CHF | 99,65% | 99,65% |
18/11/2024 | 3,93% | 0,97 CHF | 0,99 CHF | 60 000 | 25 000 | 59 999 | 12 931 | 56 767 CHF | 12 632 CHF | 99,68% | 99,68% |
15/11/2024 | 3,80% | 0,96 CHF | 0,98 CHF | 60 000 | 20 000 | 58 974 | 11 867 | 57 581 CHF | 11 984 CHF | 99,60% | 99,60% |
14/11/2024 | 3,11% | 1,17 CHF | 1,18 CHF | 50 000 | 20 000 | 43 697 | 11 865 | 54 341 CHF | 15 112 CHF | 99,68% | 99,68% |
13/11/2024 | 3,06% | 1,35 CHF | 1,37 CHF | 40 000 | 20 000 | 47 688 | 12 250 | 58 194 CHF | 15 651 CHF | 91,58% | 91,58% |
12/11/2024 | 2,96% | 1,17 CHF | 1,18 CHF | 50 000 | 20 000 | 41 398 | 11 865 | 52 229 CHF | 15 307 CHF | 99,69% | 99,69% |
11/11/2024 | 2,78% | 1,27 CHF | 1,29 CHF | 40 000 | 20 000 | 40 000 | 11 882 | 53 909 CHF | 16 341 CHF | 98,78% | 98,78% |
08/11/2024 | 3,51% | 1,25 CHF | 1,27 CHF | 40 000 | 20 000 | 49 645 | 11 881 | 52 308 CHF | 13 211 CHF | 99,69% | 99,69% |
07/11/2024 | 3,32% | 1,04 CHF | 1,06 CHF | 50 000 | 20 000 | 50 000 | 11 881 | 56 286 CHF | 13 620 CHF | 99,67% | 99,67% |