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 | 0,99% | 0,98 CHF | 0,99 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 140 CHF | 25 390 CHF | 99,39% | 99,39% |
19/11/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 686 CHF | 25 936 CHF | 99,31% | 99,31% |
18/11/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 783 CHF | 25 033 CHF | 99,30% | 99,30% |
15/11/2024 | 0,94% | 1,00 CHF | 1,01 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 406 CHF | 26 656 CHF | 99,39% | 99,39% |
14/11/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 398 CHF | 26 648 CHF | 99,36% | 99,36% |
13/11/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 718 CHF | 27 968 CHF | 99,39% | 99,39% |
12/11/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 739 CHF | 28 989 CHF | 99,09% | 99,09% |
11/11/2024 | 0,81% | 1,21 CHF | 1,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 609 CHF | 30 859 CHF | 99,31% | 99,31% |
08/11/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 492 CHF | 29 742 CHF | 99,39% | 99,39% |
07/11/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 946 CHF | 31 196 CHF | 99,29% | 99,29% |