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 | 1,08% | 0,94 CHF | 0,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 23 063 CHF | 23 313 CHF | 99,97% | 99,97% |
19/11/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 23 344 CHF | 23 594 CHF | 99,80% | 99,80% |
18/11/2024 | 1,08% | 0,90 CHF | 0,91 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 23 073 CHF | 23 323 CHF | 99,91% | 99,91% |
15/11/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 681 CHF | 21 931 CHF | 100,00% | 100,00% |
14/11/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 21 068 CHF | 21 318 CHF | 99,52% | 99,52% |
13/11/2024 | 1,20% | 0,85 CHF | 0,86 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 20 812 CHF | 21 062 CHF | 99,95% | 99,95% |
12/11/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 18 924 CHF | 19 174 CHF | 99,79% | 99,79% |
11/11/2024 | 1,39% | 0,73 CHF | 0,74 CHF | 25 000 | 25 000 | 45 503 | 45 503 | 32 420 CHF | 32 875 CHF | 99,81% | 99,81% |
08/11/2024 | 1,37% | 0,76 CHF | 0,77 CHF | 25 000 | 25 000 | 36 603 | 36 603 | 26 353 CHF | 26 719 CHF | 99,80% | 99,80% |
07/11/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 048 CHF | 33 548 CHF | 99,88% | 99,88% |