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 | 0,63% | 1,57 CHF | 1,58 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 394 CHF | 39 644 CHF | 99,73% | 99,73% |
19/11/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 019 CHF | 39 269 CHF | 99,85% | 99,85% |
18/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 314 CHF | 39 564 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 1,61 CHF | 1,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 596 CHF | 40 846 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 604 CHF | 41 854 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 862 CHF | 41 112 CHF | 99,93% | 99,93% |
12/11/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 208 CHF | 42 458 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 225 CHF | 43 475 CHF | 99,66% | 99,66% |
08/11/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 065 CHF | 43 315 CHF | 100,00% | 100,00% |
07/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 720 CHF | 43 970 CHF | 99,70% | 99,70% |