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 | 0,05% | 3,61 CHF | 3,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 91 155 CHF | 91 205 CHF | 99,99% | 99,99% |
19/11/2024 | 0,05% | 3,65 CHF | 3,65 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 91 425 CHF | 91 475 CHF | 100,00% | 100,00% |
18/11/2024 | 0,05% | 3,70 CHF | 3,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 91 412 CHF | 91 462 CHF | 99,77% | 99,77% |
15/11/2024 | 0,05% | 3,66 CHF | 3,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 91 323 CHF | 91 373 CHF | 100,00% | 100,00% |
14/11/2024 | 0,06% | 3,63 CHF | 3,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 180 182 CHF | 180 282 CHF | 95,92% | 95,92% |
13/11/2024 | 0,06% | 3,51 CHF | 3,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 175 418 CHF | 175 518 CHF | 97,72% | 97,72% |
12/11/2024 | 0,06% | 3,50 CHF | 3,50 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 89 205 CHF | 89 255 CHF | 98,70% | 98,70% |
11/11/2024 | 0,05% | 3,61 CHF | 3,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 91 093 CHF | 91 143 CHF | 95,92% | 95,92% |
08/11/2024 | 0,05% | 3,63 CHF | 3,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 91 872 CHF | 91 922 CHF | 84,64% | 84,64% |
07/11/2024 | 0,05% | 3,74 CHF | 3,75 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 93 599 CHF | 93 649 CHF | 99,99% | 99,99% |