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 | 0,47% | 0,40 CHF | 0,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 536 CHF | 10 586 CHF | 99,99% | 99,99% |
19/11/2024 | 0,46% | 0,42 CHF | 0,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 895 CHF | 10 945 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 0,47 CHF | 0,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 634 CHF | 10 684 CHF | 99,77% | 99,77% |
15/11/2024 | 0,48% | 0,43 CHF | 0,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 411 CHF | 10 461 CHF | 99,99% | 99,99% |
14/11/2024 | 0,54% | 0,39 CHF | 0,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 18 635 CHF | 18 735 CHF | 95,92% | 95,92% |
13/11/2024 | 0,72% | 0,29 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 13 814 CHF | 13 914 CHF | 97,72% | 97,72% |
12/11/2024 | 0,59% | 0,27 CHF | 0,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 487 CHF | 8 537 CHF | 98,70% | 98,70% |
11/11/2024 | 0,49% | 0,38 CHF | 0,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 278 CHF | 10 328 CHF | 95,92% | 95,92% |
08/11/2024 | 0,46% | 0,40 CHF | 0,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 10 942 CHF | 10 992 CHF | 84,64% | 84,64% |
07/11/2024 | 0,40% | 0,50 CHF | 0,50 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 382 CHF | 12 432 CHF | 99,99% | 99,99% |