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 | 0,13% | 1,60 CHF | 1,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 494 CHF | 39 544 CHF | 99,99% | 99,99% |
19/11/2024 | 0,13% | 1,58 CHF | 1,58 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 123 CHF | 39 173 CHF | 100,00% | 100,00% |
18/11/2024 | 0,13% | 1,54 CHF | 1,54 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 561 CHF | 39 611 CHF | 99,77% | 99,77% |
15/11/2024 | 0,13% | 1,58 CHF | 1,58 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 966 CHF | 40 016 CHF | 99,99% | 99,99% |
14/11/2024 | 0,12% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 013 CHF | 82 113 CHF | 95,92% | 95,92% |
13/11/2024 | 0,11% | 1,72 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 937 CHF | 87 037 CHF | 97,72% | 97,72% |
12/11/2024 | 0,12% | 1,75 CHF | 1,75 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 894 CHF | 41 944 CHF | 98,70% | 98,70% |
11/11/2024 | 0,12% | 1,64 CHF | 1,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 198 CHF | 40 248 CHF | 95,92% | 95,92% |
08/11/2024 | 0,13% | 1,63 CHF | 1,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 726 CHF | 39 776 CHF | 84,64% | 84,64% |
07/11/2024 | 0,13% | 1,53 CHF | 1,54 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 492 CHF | 38 542 CHF | 99,99% | 99,99% |