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 | 0,64% | 1,51 CHF | 1,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 756 CHF | 39 006 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 514 CHF | 38 764 CHF | 99,89% | 99,89% |
18/11/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 753 CHF | 40 003 CHF | 99,86% | 99,86% |
15/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 421 CHF | 41 671 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 502 CHF | 41 752 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 1,63 CHF | 1,64 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 861 CHF | 42 111 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 1,60 CHF | 1,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 341 CHF | 42 591 CHF | 99,71% | 99,71% |
11/11/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 889 CHF | 44 139 CHF | 99,91% | 99,91% |
08/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 103 CHF | 43 353 CHF | 100,00% | 100,00% |
07/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 679 CHF | 43 929 CHF | 99,91% | 99,91% |