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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 25 000 | 25 000 | 24 996 | 25 000 | 31 566 CHF | 31 821 CHF | 100,00% | 100,00% |
20/11/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 629 CHF | 30 879 CHF | 99,96% | 99,96% |
19/11/2024 | 0,87% | 1,19 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 477 CHF | 28 727 CHF | 99,77% | 99,77% |
18/11/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 271 CHF | 30 521 CHF | 99,91% | 99,91% |
15/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 280 CHF | 31 530 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 649 CHF | 30 899 CHF | 99,57% | 99,57% |
13/11/2024 | 0,91% | 1,11 CHF | 1,12 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 494 CHF | 27 744 CHF | 99,96% | 99,96% |
12/11/2024 | 0,86% | 1,13 CHF | 1,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 826 CHF | 29 076 CHF | 99,81% | 99,81% |
11/11/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 240 CHF | 29 490 CHF | 99,82% | 99,82% |
08/11/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 619 CHF | 27 869 CHF | 99,88% | 99,88% |