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 | 0,62% | 1,58 CHF | 1,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 016 CHF | 40 266 CHF | 99,39% | 99,39% |
19/11/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 434 CHF | 41 684 CHF | 99,27% | 99,27% |
18/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 267 CHF | 43 517 CHF | 99,30% | 99,30% |
15/11/2024 | 0,58% | 1,82 CHF | 1,83 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 042 CHF | 43 292 CHF | 99,39% | 99,39% |
14/11/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 685 CHF | 42 935 CHF | 99,38% | 99,38% |
13/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 337 CHF | 43 587 CHF | 99,39% | 99,39% |
12/11/2024 | 0,55% | 1,77 CHF | 1,78 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 45 277 CHF | 45 527 CHF | 99,10% | 99,10% |
11/11/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 46 244 CHF | 46 494 CHF | 99,31% | 99,31% |
08/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 48 492 CHF | 48 742 CHF | 99,39% | 99,39% |
07/11/2024 | 0,50% | 1,92 CHF | 1,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 49 687 CHF | 49 937 CHF | 99,28% | 99,28% |