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 | 0,98% | 1,05 CHF | 1,06 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 453 CHF | 25 703 CHF | 99,96% | 99,96% |
19/11/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 802 CHF | 26 052 CHF | 99,79% | 99,79% |
18/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 163 CHF | 25 413 CHF | 98,36% | 98,36% |
15/11/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 354 CHF | 24 604 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 375 CHF | 25 625 CHF | 99,54% | 99,54% |
13/11/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 804 CHF | 27 054 CHF | 99,95% | 99,95% |
12/11/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 970 CHF | 26 220 CHF | 99,81% | 99,81% |
11/11/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 823 CHF | 25 073 CHF | 99,81% | 99,81% |
08/11/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 25 153 CHF | 25 403 CHF | 99,85% | 99,85% |
07/11/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 24 119 CHF | 24 369 CHF | 99,89% | 99,89% |