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 | 0,73% | 1,29 CHF | 1,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 998 CHF | 34 248 CHF | 99,97% | 99,97% |
19/11/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 220 CHF | 34 470 CHF | 99,85% | 99,85% |
18/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 099 CHF | 33 349 CHF | 99,88% | 99,88% |
15/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 527 CHF | 31 777 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,33 CHF | 1,34 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 034 CHF | 32 284 CHF | 99,68% | 99,68% |
13/11/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 566 CHF | 31 816 CHF | 99,96% | 99,96% |
12/11/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 765 CHF | 35 015 CHF | 99,78% | 99,78% |
11/11/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 967 CHF | 38 217 CHF | 99,80% | 99,80% |
08/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 200 CHF | 38 450 CHF | 99,88% | 99,88% |
07/11/2024 | 0,64% | 1,53 CHF | 1,54 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 236 CHF | 39 486 CHF | 99,89% | 99,89% |