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 | 2,82% | 0,34 CHF | 0,35 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 10 494 CHF | 10 794 CHF | 100,00% | 100,00% |
19/11/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 10 365 CHF | 10 665 CHF | 100,00% | 100,00% |
18/11/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 381 CHF | 9 631 CHF | 100,00% | 100,00% |
15/11/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 103 CHF | 10 353 CHF | 100,00% | 100,00% |
14/11/2024 | 2,61% | 0,40 CHF | 0,41 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 11 380 CHF | 11 680 CHF | 100,00% | 100,00% |
13/11/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 11 018 CHF | 11 318 CHF | 100,00% | 100,00% |
12/11/2024 | 2,57% | 0,36 CHF | 0,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 610 CHF | 9 860 CHF | 100,00% | 100,00% |
11/11/2024 | 2,19% | 0,43 CHF | 0,44 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 11 279 CHF | 11 529 CHF | 100,00% | 100,00% |
08/11/2024 | 2,16% | 0,44 CHF | 0,45 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 9 186 CHF | 9 386 CHF | 100,00% | 100,00% |
07/11/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 11 326 CHF | 11 526 CHF | 100,00% | 100,00% |