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 | 0,79% | 1,23 CHF | 1,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 587 CHF | 31 837 CHF | 99,97% | 99,97% |
19/11/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 395 CHF | 30 645 CHF | 99,85% | 99,85% |
18/11/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 379 CHF | 31 629 CHF | 99,88% | 99,88% |
15/11/2024 | 0,81% | 1,19 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 943 CHF | 31 193 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 044 CHF | 32 294 CHF | 99,64% | 99,64% |
13/11/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 718 CHF | 31 968 CHF | 99,95% | 99,95% |
12/11/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 568 CHF | 33 818 CHF | 99,75% | 99,75% |
11/11/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 136 CHF | 35 386 CHF | 99,80% | 99,80% |
08/11/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 265 CHF | 33 515 CHF | 99,89% | 99,89% |
07/11/2024 | 0,74% | 1,30 CHF | 1,31 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 455 CHF | 33 705 CHF | 99,91% | 99,91% |