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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 4,39% | 0,24 CHF | 0,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 578 CHF | 5 828 CHF | 100,00% | 100,00% |
20/11/2024 | 4,94% | 0,22 CHF | 0,23 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 943 CHF | 5 193 CHF | 99,97% | 99,97% |
19/11/2024 | 6,21% | 0,18 CHF | 0,19 CHF | 25 000 | 25 000 | 42 775 | 42 775 | 6 594 CHF | 7 022 CHF | 99,81% | 99,81% |
18/11/2024 | 5,18% | 0,20 CHF | 0,21 CHF | 25 000 | 25 000 | 25 261 | 25 261 | 4 754 CHF | 5 006 CHF | 99,91% | 99,91% |
15/11/2024 | 4,63% | 0,21 CHF | 0,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 282 CHF | 5 532 CHF | 100,00% | 100,00% |
14/11/2024 | 5,03% | 0,20 CHF | 0,21 CHF | 25 000 | 25 000 | 25 106 | 25 108 | 4 887 CHF | 5 139 CHF | 99,55% | 99,55% |
13/11/2024 | 7,23% | 0,14 CHF | 0,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 6 684 CHF | 7 184 CHF | 99,95% | 99,95% |
12/11/2024 | 6,00% | 0,15 CHF | 0,16 CHF | 50 000 | 50 000 | 32 907 | 32 907 | 5 252 CHF | 5 581 CHF | 99,78% | 99,78% |
11/11/2024 | 5,85% | 0,17 CHF | 0,18 CHF | 25 000 | 25 000 | 26 712 | 26 716 | 4 428 CHF | 4 696 CHF | 99,79% | 99,79% |
08/11/2024 | 6,69% | 0,15 CHF | 0,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 7 236 CHF | 7 736 CHF | 99,84% | 99,84% |