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 | 3,62% | 0,25 CHF | 0,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 813 CHF | 7 063 CHF | 99,88% | 99,95% |
19/11/2024 | 4,11% | 0,26 CHF | 0,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 966 CHF | 6 216 CHF | 97,13% | 97,13% |
18/11/2024 | 4,58% | 0,21 CHF | 0,22 CHF | 25 000 | 25 000 | 26 082 | 26 082 | 5 559 CHF | 5 820 CHF | 99,88% | 99,88% |
15/11/2024 | 4,56% | 0,21 CHF | 0,22 CHF | 50 000 | 50 000 | 26 741 | 26 741 | 5 721 CHF | 5 988 CHF | 100,00% | 100,00% |
14/11/2024 | 4,38% | 0,23 CHF | 0,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 586 CHF | 5 836 CHF | 99,52% | 99,52% |
13/11/2024 | 4,32% | 0,22 CHF | 0,23 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 666 CHF | 5 916 CHF | 99,95% | 99,95% |
12/11/2024 | 3,91% | 0,23 CHF | 0,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 274 CHF | 6 524 CHF | 99,75% | 99,75% |
11/11/2024 | 3,53% | 0,27 CHF | 0,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 953 CHF | 7 203 CHF | 99,80% | 99,80% |
08/11/2024 | 3,74% | 0,26 CHF | 0,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 554 CHF | 6 804 CHF | 99,83% | 99,83% |
07/11/2024 | 3,68% | 0,27 CHF | 0,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 670 CHF | 6 920 CHF | 96,72% | 96,72% |