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 | 0,50% | 10,10 CHF | 10,15 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 302 282 CHF | 303 768 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 10,10 CHF | 10,15 CHF | 30 000 | 30 000 | 29 719 | 29 718 | 300 267 CHF | 301 753 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 10,20 CHF | 10,25 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 302 907 CHF | 304 395 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 10,20 CHF | 10,25 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 307 583 CHF | 309 083 CHF | 83,45% | 83,45% |
14/11/2024 | 0,49% | 10,40 CHF | 10,45 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 306 384 CHF | 307 870 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 10,25 CHF | 10,30 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 304 938 CHF | 306 426 CHF | 99,29% | 99,29% |
12/11/2024 | 0,49% | 10,30 CHF | 10,35 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 308 541 CHF | 310 029 CHF | 100,00% | 100,00% |
11/11/2024 | 0,48% | 10,50 CHF | 10,55 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 312 192 CHF | 313 679 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 10,40 CHF | 10,45 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 309 557 CHF | 311 042 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 10,50 CHF | 10,55 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 313 268 CHF | 314 754 CHF | 100,00% | 100,00% |