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 | 0,70% | 0,36 CHF | 0,36 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 777 CHF | 10 852 CHF | 99,81% | 99,81% |
19/11/2024 | 7,44% | 0,40 CHF | 0,43 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 1 072 CHF | 1 154 CHF | 100,00% | 100,00% |
18/11/2024 | 8,40% | 0,44 CHF | 0,47 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 949 CHF | 1 031 CHF | 98,73% | 98,73% |
15/11/2024 | 0,46% | 0,56 CHF | 0,56 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 259 CHF | 16 334 CHF | 99,89% | 99,89% |
14/11/2024 | 0,38% | 0,85 CHF | 0,86 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 19 789 CHF | 19 864 CHF | 98,67% | 98,67% |
13/11/2024 | 7,53% | 0,42 CHF | 0,45 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 1 056 CHF | 1 139 CHF | 97,36% | 97,36% |
12/11/2024 | 0,57% | 0,49 CHF | 0,50 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 13 218 CHF | 13 293 CHF | 100,00% | 100,00% |
11/11/2024 | 0,61% | 0,49 CHF | 0,49 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 381 CHF | 12 456 CHF | 99,17% | 99,17% |
08/11/2024 | 0,73% | 0,39 CHF | 0,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 348 CHF | 10 423 CHF | 100,00% | 100,00% |
07/11/2024 | 0,75% | 0,43 CHF | 0,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 996 CHF | 10 071 CHF | 99,76% | 99,76% |