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 | 0,38% | 0,72 CHF | 0,73 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 906 CHF | 19 981 CHF | 99,81% | 99,81% |
19/11/2024 | 4,08% | 0,77 CHF | 0,80 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 1 984 CHF | 2 066 CHF | 100,00% | 100,00% |
18/11/2024 | 4,34% | 0,81 CHF | 0,84 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 1 864 CHF | 1 946 CHF | 98,73% | 98,73% |
15/11/2024 | 0,30% | 0,93 CHF | 0,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 422 CHF | 25 497 CHF | 99,90% | 99,90% |
14/11/2024 | 0,26% | 1,22 CHF | 1,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 890 CHF | 28 965 CHF | 100,00% | 100,00% |
13/11/2024 | 4,10% | 0,78 CHF | 0,82 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 1 971 CHF | 2 054 CHF | 97,36% | 97,36% |
12/11/2024 | 0,34% | 0,86 CHF | 0,86 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 358 CHF | 22 433 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 0,85 CHF | 0,86 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 534 CHF | 21 609 CHF | 99,17% | 99,17% |
08/11/2024 | 0,38% | 0,76 CHF | 0,76 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 512 CHF | 19 587 CHF | 100,00% | 100,00% |
07/11/2024 | 0,39% | 0,80 CHF | 0,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 191 CHF | 19 266 CHF | 100,00% | 100,00% |