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 | 0,80% | 1,21 CHF | 1,22 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 24 888 CHF | 25 088 CHF | 99,53% | 99,53% |
19/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 23 927 CHF | 24 129 CHF | 99,49% | 99,49% |
18/11/2024 | 0,84% | 1,26 CHF | 1,27 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 23 756 CHF | 23 956 CHF | 99,47% | 99,53% |
15/11/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 23 077 CHF | 23 277 CHF | 98,86% | 98,86% |
14/11/2024 | 0,86% | 1,20 CHF | 1,21 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 23 041 CHF | 23 241 CHF | 99,53% | 99,53% |
13/11/2024 | 0,90% | 1,06 CHF | 1,07 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 22 071 CHF | 22 271 CHF | 99,53% | 99,53% |
12/11/2024 | 0,94% | 1,15 CHF | 1,16 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 857 CHF | 19 035 CHF | 99,54% | 99,54% |
11/11/2024 | 0,81% | 1,40 CHF | 1,41 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 27 185 CHF | 27 407 CHF | 99,58% | 99,58% |
08/11/2024 | 0,82% | 1,31 CHF | 1,33 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 26 535 CHF | 26 753 CHF | 99,52% | 99,52% |
07/11/2024 | 0,87% | 1,34 CHF | 1,35 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 20 250 CHF | 20 428 CHF | 99,56% | 99,56% |