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 | 0,06% | 3,20 CHF | 3,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 80 889 CHF | 80 939 CHF | 99,99% | 99,99% |
19/11/2024 | 0,06% | 3,24 CHF | 3,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 81 171 CHF | 81 221 CHF | 100,00% | 100,00% |
18/11/2024 | 0,06% | 3,29 CHF | 3,29 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 81 127 CHF | 81 177 CHF | 99,77% | 99,77% |
15/11/2024 | 0,06% | 3,25 CHF | 3,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 81 020 CHF | 81 070 CHF | 99,99% | 99,99% |
14/11/2024 | 0,06% | 3,22 CHF | 3,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 159 613 CHF | 159 713 CHF | 95,92% | 95,92% |
13/11/2024 | 0,06% | 3,10 CHF | 3,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 154 841 CHF | 154 941 CHF | 97,72% | 97,72% |
12/11/2024 | 0,06% | 3,09 CHF | 3,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 78 927 CHF | 78 977 CHF | 98,70% | 98,70% |
11/11/2024 | 0,06% | 3,20 CHF | 3,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 80 802 CHF | 80 852 CHF | 95,92% | 95,92% |
08/11/2024 | 0,06% | 3,22 CHF | 3,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 81 566 CHF | 81 616 CHF | 84,64% | 84,64% |
07/11/2024 | 0,06% | 3,33 CHF | 3,33 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 83 257 CHF | 83 307 CHF | 99,99% | 99,99% |