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 | 0,33% | 0,57 CHF | 0,57 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 910 CHF | 14 960 CHF | 99,99% | 99,99% |
19/11/2024 | 0,33% | 0,60 CHF | 0,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 264 CHF | 15 314 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 0,64 CHF | 0,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 017 CHF | 15 067 CHF | 99,77% | 99,77% |
15/11/2024 | 0,34% | 0,61 CHF | 0,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 801 CHF | 14 851 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 0,57 CHF | 0,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 401 CHF | 27 501 CHF | 95,92% | 95,92% |
13/11/2024 | 0,44% | 0,46 CHF | 0,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 22 580 CHF | 22 680 CHF | 97,72% | 97,72% |
12/11/2024 | 0,39% | 0,44 CHF | 0,45 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 866 CHF | 12 916 CHF | 98,70% | 98,70% |
11/11/2024 | 0,34% | 0,55 CHF | 0,56 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 663 CHF | 14 713 CHF | 95,92% | 95,92% |
08/11/2024 | 0,33% | 0,57 CHF | 0,58 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 334 CHF | 15 384 CHF | 84,64% | 84,64% |
07/11/2024 | 0,30% | 0,68 CHF | 0,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 788 CHF | 16 838 CHF | 99,99% | 99,99% |