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 | 2,98% | 0,33 CHF | 0,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 16 576 CHF | 17 076 CHF | 99,39% | 99,39% |
19/11/2024 | 3,30% | 0,35 CHF | 0,36 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 10 479 CHF | 10 829 CHF | 99,28% | 99,28% |
18/11/2024 | 2,91% | 0,31 CHF | 0,32 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 11 981 CHF | 12 331 CHF | 99,31% | 99,31% |
15/11/2024 | 2,14% | 0,46 CHF | 0,47 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 16 219 CHF | 16 569 CHF | 99,39% | 99,39% |
14/11/2024 | 2,32% | 0,46 CHF | 0,47 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 15 015 CHF | 15 365 CHF | 99,36% | 99,36% |
13/11/2024 | 2,34% | 0,39 CHF | 0,40 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 14 899 CHF | 15 249 CHF | 99,37% | 99,37% |
12/11/2024 | 2,08% | 0,47 CHF | 0,48 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 16 706 CHF | 17 056 CHF | 99,09% | 99,09% |