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 | 0,24% | 0,81 CHF | 0,81 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 20 782 CHF | 20 832 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 0,83 CHF | 0,84 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 130 CHF | 21 180 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 0,88 CHF | 0,88 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 20 901 CHF | 20 951 CHF | 99,77% | 99,77% |
15/11/2024 | 0,24% | 0,84 CHF | 0,84 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 20 693 CHF | 20 743 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 167 CHF | 39 267 CHF | 95,91% | 95,91% |
13/11/2024 | 0,29% | 0,70 CHF | 0,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 34 351 CHF | 34 451 CHF | 97,71% | 97,71% |
12/11/2024 | 0,27% | 0,68 CHF | 0,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 18 746 CHF | 18 796 CHF | 98,70% | 98,70% |
11/11/2024 | 0,24% | 0,79 CHF | 0,79 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 20 550 CHF | 20 600 CHF | 95,92% | 95,92% |
08/11/2024 | 0,24% | 0,81 CHF | 0,81 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 229 CHF | 21 279 CHF | 84,64% | 84,64% |
07/11/2024 | 0,22% | 0,91 CHF | 0,91 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 705 CHF | 22 755 CHF | 100,00% | 100,00% |