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 | 0,41% | 2,39 CHF | 2,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 60 820 CHF | 61 070 CHF | 99,36% | 99,36% |
19/11/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 58 562 CHF | 58 812 CHF | 99,26% | 99,26% |
18/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 62 508 CHF | 62 758 CHF | 99,23% | 99,23% |
15/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 62 628 CHF | 62 878 CHF | 99,37% | 99,37% |
14/11/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 61 340 CHF | 61 590 CHF | 99,35% | 99,35% |
13/11/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 25 000 | 25 000 | 25 156 | 25 156 | 59 160 CHF | 59 411 CHF | 99,36% | 99,36% |
12/11/2024 | 0,51% | 1,80 CHF | 1,81 CHF | 50 000 | 50 000 | 44 958 | 44 958 | 86 972 CHF | 87 421 CHF | 99,06% | 99,06% |
11/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 342 CHF | 97 842 CHF | 99,29% | 99,29% |
08/11/2024 | 0,56% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 555 CHF | 90 055 CHF | 99,39% | 99,39% |
07/11/2024 | 0,58% | 1,78 CHF | 1,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 515 CHF | 87 015 CHF | 99,26% | 99,26% |