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% | 1,54 CHF | 1,55 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 168 CHF | 40 418 CHF | 99,97% | 99,97% |
19/11/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 388 CHF | 40 638 CHF | 99,83% | 99,83% |
18/11/2024 | 0,64% | 1,59 CHF | 1,60 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 39 243 CHF | 39 493 CHF | 99,90% | 99,90% |
15/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 702 CHF | 37 952 CHF | 100,00% | 100,00% |
14/11/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 203 CHF | 38 453 CHF | 99,65% | 99,65% |
13/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 716 CHF | 37 966 CHF | 99,95% | 99,95% |
12/11/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 944 CHF | 41 194 CHF | 99,81% | 99,81% |
11/11/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 44 107 CHF | 44 357 CHF | 99,82% | 99,82% |
08/11/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 44 379 CHF | 44 629 CHF | 99,82% | 99,82% |
07/11/2024 | 0,55% | 1,78 CHF | 1,79 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 45 421 CHF | 45 671 CHF | 99,91% | 99,91% |