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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 814 CHF | 34 064 CHF | 100,00% | 100,00% |
20/11/2024 | 0,78% | 1,34 CHF | 1,35 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 100 CHF | 32 350 CHF | 99,95% | 99,95% |
19/11/2024 | 0,89% | 1,21 CHF | 1,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 063 CHF | 28 313 CHF | 99,81% | 99,81% |
18/11/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 236 CHF | 31 486 CHF | 99,91% | 99,91% |
15/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 257 CHF | 33 507 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 097 CHF | 32 347 CHF | 99,63% | 99,63% |
13/11/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 139 CHF | 26 389 CHF | 99,95% | 99,95% |
12/11/2024 | 0,87% | 1,10 CHF | 1,11 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 651 CHF | 28 901 CHF | 99,75% | 99,75% |
11/11/2024 | 0,84% | 1,20 CHF | 1,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 498 CHF | 29 748 CHF | 99,81% | 99,81% |
08/11/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 26 429 CHF | 26 679 CHF | 99,86% | 99,86% |