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 | 0,84% | 1,13 CHF | 1,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 642 CHF | 29 892 CHF | 99,97% | 99,97% |
19/11/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 047 CHF | 29 297 CHF | 99,92% | 99,92% |
18/11/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 507 CHF | 29 757 CHF | 99,88% | 99,88% |
15/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 896 CHF | 31 146 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 010 CHF | 31 260 CHF | 99,66% | 99,66% |
13/11/2024 | 0,83% | 1,23 CHF | 1,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 29 878 CHF | 30 128 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 1,18 CHF | 1,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 279 CHF | 31 529 CHF | 99,83% | 99,83% |
11/11/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 32 360 CHF | 32 610 CHF | 99,80% | 99,80% |
08/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 271 CHF | 31 521 CHF | 99,86% | 99,86% |
07/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 31 248 CHF | 31 498 CHF | 99,91% | 99,91% |