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 | 0,70% | 1,45 CHF | 1,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 453 CHF | 35 703 CHF | 99,95% | 99,95% |
19/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 802 CHF | 36 052 CHF | 99,81% | 99,81% |
18/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 163 CHF | 35 413 CHF | 98,35% | 98,35% |
15/11/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 354 CHF | 34 604 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 1,39 CHF | 1,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 375 CHF | 35 625 CHF | 99,55% | 99,55% |
13/11/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 804 CHF | 37 054 CHF | 99,95% | 99,95% |
12/11/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 970 CHF | 36 220 CHF | 99,83% | 99,83% |
11/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 823 CHF | 35 073 CHF | 99,80% | 99,80% |
08/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 153 CHF | 35 403 CHF | 99,86% | 99,86% |
07/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 119 CHF | 34 369 CHF | 99,90% | 99,90% |