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 | 0,23% | 0,89 CHF | 0,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 780 CHF | 21 830 CHF | 99,99% | 99,99% |
19/11/2024 | 0,23% | 0,87 CHF | 0,87 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 425 CHF | 21 475 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 0,83 CHF | 0,83 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 806 CHF | 21 856 CHF | 99,77% | 99,77% |
15/11/2024 | 0,23% | 0,87 CHF | 0,87 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 172 CHF | 22 222 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 0,91 CHF | 0,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 480 CHF | 46 580 CHF | 95,92% | 95,92% |
13/11/2024 | 0,19% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 385 CHF | 51 485 CHF | 97,72% | 97,72% |
12/11/2024 | 0,21% | 1,03 CHF | 1,04 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 131 CHF | 24 181 CHF | 98,70% | 98,70% |
11/11/2024 | 0,22% | 0,93 CHF | 0,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 22 411 CHF | 22 461 CHF | 95,92% | 95,92% |
08/11/2024 | 0,23% | 0,91 CHF | 0,92 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 902 CHF | 21 952 CHF | 84,64% | 84,64% |
07/11/2024 | 0,24% | 0,82 CHF | 0,82 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 20 603 CHF | 20 653 CHF | 99,99% | 99,99% |