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 | 4,65% | 0,58 CHF | 0,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 153 CHF | 15 874 CHF | 100,00% | 100,00% |
19/11/2024 | 4,24% | 0,64 CHF | 0,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 033 CHF | 16 727 CHF | 100,00% | 100,00% |
18/11/2024 | 4,44% | 0,63 CHF | 0,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 887 CHF | 16 609 CHF | 99,63% | 99,63% |
15/11/2024 | 3,98% | 0,63 CHF | 0,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 726 CHF | 16 366 CHF | 100,00% | 100,00% |
14/11/2024 | 4,47% | 0,62 CHF | 0,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 616 CHF | 16 329 CHF | 99,44% | 99,44% |
13/11/2024 | 4,60% | 0,63 CHF | 0,65 CHF | 25 000 | 25 000 | 24 964 | 24 964 | 15 646 CHF | 16 382 CHF | 98,88% | 98,88% |
12/11/2024 | 4,66% | 0,65 CHF | 0,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 720 CHF | 16 470 CHF | 100,00% | 100,00% |
11/11/2024 | 4,49% | 0,60 CHF | 0,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 018 CHF | 15 707 CHF | 100,00% | 100,00% |
08/11/2024 | 4,23% | 0,61 CHF | 0,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 227 CHF | 15 885 CHF | 100,00% | 100,00% |
07/11/2024 | 4,77% | 0,60 CHF | 0,63 CHF | 25 000 | 25 000 | 24 376 | 24 376 | 14 313 CHF | 14 990 CHF | 99,06% | 99,06% |