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 | 0,83% | 1,25 CHF | 1,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 907 CHF | 30 157 CHF | 99,97% | 99,97% |
19/11/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 274 CHF | 28 524 CHF | 99,80% | 99,80% |
18/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 416 CHF | 29 666 CHF | 99,90% | 99,90% |
15/11/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 520 CHF | 29 770 CHF | 99,59% | 99,59% |
14/11/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 981 CHF | 30 231 CHF | 99,60% | 99,60% |
13/11/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 633 CHF | 32 883 CHF | 99,95% | 99,95% |
12/11/2024 | 0,88% | 1,19 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 155 CHF | 28 405 CHF | 99,77% | 99,77% |
11/11/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 660 CHF | 28 910 CHF | 99,81% | 99,81% |
08/11/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 332 CHF | 30 582 CHF | 99,81% | 99,81% |
07/11/2024 | 0,79% | 1,23 CHF | 1,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 539 CHF | 31 789 CHF | 99,86% | 99,86% |