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 | 4,12% | 0,21 CHF | 0,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 976 CHF | 6 226 CHF | 99,95% | 99,95% |
19/11/2024 | 4,84% | 0,23 CHF | 0,24 CHF | 25 000 | 25 000 | 25 310 | 25 312 | 5 124 CHF | 5 377 CHF | 97,15% | 97,15% |
18/11/2024 | 5,44% | 0,17 CHF | 0,18 CHF | 50 000 | 50 000 | 34 657 | 34 662 | 6 173 CHF | 6 521 CHF | 99,88% | 99,88% |
15/11/2024 | 5,41% | 0,18 CHF | 0,19 CHF | 50 000 | 50 000 | 38 459 | 38 457 | 6 884 CHF | 7 269 CHF | 100,00% | 100,00% |
14/11/2024 | 5,21% | 0,20 CHF | 0,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 681 CHF | 4 931 CHF | 99,52% | 99,52% |
13/11/2024 | 5,15% | 0,19 CHF | 0,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 731 CHF | 4 981 CHF | 99,96% | 99,96% |
12/11/2024 | 4,62% | 0,19 CHF | 0,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 287 CHF | 5 537 CHF | 99,75% | 99,75% |
11/11/2024 | 4,08% | 0,24 CHF | 0,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 005 CHF | 6 255 CHF | 99,80% | 99,80% |
08/11/2024 | 4,38% | 0,23 CHF | 0,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 592 CHF | 5 842 CHF | 99,83% | 99,83% |
07/11/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 707 CHF | 5 957 CHF | 96,72% | 96,72% |