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 | 0,66% | 1,55 CHF | 1,56 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 939 CHF | 38 189 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 138 CHF | 38 388 CHF | 99,86% | 99,86% |
18/11/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 174 CHF | 37 424 CHF | 99,91% | 99,91% |
15/11/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 760 CHF | 36 010 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 606 CHF | 35 856 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 1,45 CHF | 1,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 309 CHF | 35 559 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 1,49 CHF | 1,50 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 807 CHF | 35 057 CHF | 99,71% | 99,71% |
11/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 33 389 CHF | 33 639 CHF | 99,91% | 99,91% |
08/11/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 409 CHF | 34 659 CHF | 100,00% | 100,00% |
07/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 156 CHF | 34 406 CHF | 99,91% | 99,91% |