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 | 0,35% | 0,59 CHF | 0,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 240 CHF | 14 290 CHF | 99,99% | 99,99% |
19/11/2024 | 0,36% | 0,57 CHF | 0,57 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 13 891 CHF | 13 941 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 0,53 CHF | 0,53 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 247 CHF | 14 297 CHF | 99,77% | 99,77% |
15/11/2024 | 0,34% | 0,57 CHF | 0,57 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 596 CHF | 14 646 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 0,61 CHF | 0,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 352 CHF | 31 452 CHF | 95,92% | 95,92% |
13/11/2024 | 0,28% | 0,71 CHF | 0,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 249 CHF | 36 349 CHF | 97,72% | 97,72% |
12/11/2024 | 0,30% | 0,73 CHF | 0,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 16 568 CHF | 16 618 CHF | 98,70% | 98,70% |
11/11/2024 | 0,34% | 0,63 CHF | 0,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 839 CHF | 14 889 CHF | 95,92% | 95,92% |
08/11/2024 | 0,35% | 0,61 CHF | 0,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 14 314 CHF | 14 364 CHF | 84,64% | 84,64% |
07/11/2024 | 0,38% | 0,52 CHF | 0,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 12 986 CHF | 13 036 CHF | 99,99% | 99,99% |