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 | 0,18% | 1,10 CHF | 1,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 067 CHF | 28 117 CHF | 100,00% | 100,00% |
19/11/2024 | 0,18% | 1,13 CHF | 1,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 407 CHF | 28 457 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 1,17 CHF | 1,17 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 200 CHF | 28 250 CHF | 99,77% | 99,77% |
15/11/2024 | 0,18% | 1,13 CHF | 1,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 005 CHF | 28 055 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 1,10 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 763 CHF | 53 863 CHF | 95,91% | 95,91% |
13/11/2024 | 0,20% | 0,99 CHF | 0,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 48 953 CHF | 49 053 CHF | 97,71% | 97,71% |
12/11/2024 | 0,19% | 0,97 CHF | 0,97 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 040 CHF | 26 090 CHF | 98,70% | 98,70% |
11/11/2024 | 0,18% | 1,08 CHF | 1,08 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 852 CHF | 27 902 CHF | 95,92% | 95,92% |
08/11/2024 | 0,18% | 1,10 CHF | 1,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 542 CHF | 28 592 CHF | 84,64% | 84,64% |
07/11/2024 | 0,17% | 1,20 CHF | 1,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 043 CHF | 30 093 CHF | 100,00% | 100,00% |