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 | 1,36% | 1,49 CHF | 1,51 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 602 CHF | 37 102 CHF | 99,53% | 99,53% |
19/11/2024 | 1,38% | 1,44 CHF | 1,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 895 CHF | 36 395 CHF | 99,49% | 99,49% |
18/11/2024 | 1,40% | 1,40 CHF | 1,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 389 CHF | 35 889 CHF | 99,51% | 99,51% |
15/11/2024 | 1,45% | 1,35 CHF | 1,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 265 CHF | 34 765 CHF | 98,94% | 98,94% |
14/11/2024 | 1,37% | 1,42 CHF | 1,44 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 183 CHF | 36 683 CHF | 99,57% | 99,57% |
13/11/2024 | 1,44% | 1,52 CHF | 1,54 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 636 CHF | 35 136 CHF | 97,03% | 97,03% |
12/11/2024 | 1,60% | 1,29 CHF | 1,31 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 093 CHF | 31 593 CHF | 99,55% | 99,55% |
11/11/2024 | 1,61% | 1,23 CHF | 1,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 859 CHF | 31 359 CHF | 99,50% | 99,50% |
08/11/2024 | 1,60% | 1,25 CHF | 1,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 994 CHF | 31 494 CHF | 99,50% | 99,50% |
07/11/2024 | 1,73% | 1,15 CHF | 1,17 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 728 CHF | 29 228 CHF | 99,06% | 99,06% |