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 | 0,58% | 1,68 CHF | 1,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 142 CHF | 43 392 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 895 CHF | 43 145 CHF | 99,89% | 99,89% |
18/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 44 148 CHF | 44 398 CHF | 99,88% | 99,88% |
15/11/2024 | 0,54% | 1,80 CHF | 1,81 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 45 817 CHF | 46 067 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 45 897 CHF | 46 147 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 1,80 CHF | 1,81 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 46 256 CHF | 46 506 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,77 CHF | 1,78 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 46 717 CHF | 46 967 CHF | 99,71% | 99,71% |
11/11/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 48 283 CHF | 48 533 CHF | 99,91% | 99,91% |
08/11/2024 | 0,52% | 1,86 CHF | 1,87 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 47 500 CHF | 47 750 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 48 100 CHF | 48 350 CHF | 99,91% | 99,91% |