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 | 2,41% | 0,43 CHF | 0,44 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 28 664 CHF | 29 364 CHF | 99,56% | 99,56% |
19/11/2024 | 2,28% | 0,41 CHF | 0,42 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 30 430 CHF | 31 130 CHF | 99,50% | 99,50% |
18/11/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 31 159 CHF | 31 959 CHF | 99,49% | 99,49% |
15/11/2024 | 2,60% | 0,37 CHF | 0,38 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 26 648 CHF | 27 348 CHF | 99,52% | 99,52% |
14/11/2024 | 2,28% | 0,42 CHF | 0,43 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 26 019 CHF | 26 619 CHF | 99,56% | 99,56% |
13/11/2024 | 2,32% | 0,45 CHF | 0,46 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 29 894 CHF | 30 594 CHF | 99,53% | 99,54% |
12/11/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 32 109 CHF | 32 909 CHF | 99,53% | 99,53% |
11/11/2024 | 2,48% | 0,39 CHF | 0,40 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 27 931 CHF | 28 631 CHF | 99,52% | 99,52% |
08/11/2024 | 2,46% | 0,41 CHF | 0,42 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 28 112 CHF | 28 812 CHF | 99,50% | 99,50% |
07/11/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 29 301 CHF | 30 001 CHF | 99,51% | 99,51% |