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 | 0,18% | 1,15 CHF | 1,15 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 248 CHF | 28 298 CHF | 99,99% | 99,99% |
19/11/2024 | 0,18% | 1,13 CHF | 1,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 887 CHF | 27 937 CHF | 100,00% | 100,00% |
18/11/2024 | 0,18% | 1,09 CHF | 1,09 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 290 CHF | 28 340 CHF | 99,77% | 99,77% |
15/11/2024 | 0,17% | 1,13 CHF | 1,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 669 CHF | 28 719 CHF | 99,99% | 99,99% |
14/11/2024 | 0,17% | 1,17 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 453 CHF | 59 553 CHF | 95,92% | 95,92% |
13/11/2024 | 0,16% | 1,27 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 366 CHF | 64 466 CHF | 97,72% | 97,72% |
12/11/2024 | 0,16% | 1,29 CHF | 1,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 30 617 CHF | 30 667 CHF | 98,70% | 98,70% |
11/11/2024 | 0,17% | 1,19 CHF | 1,19 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 906 CHF | 28 956 CHF | 95,92% | 95,92% |
08/11/2024 | 0,18% | 1,17 CHF | 1,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 410 CHF | 28 460 CHF | 84,64% | 84,64% |
07/11/2024 | 0,18% | 1,08 CHF | 1,08 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 27 134 CHF | 27 184 CHF | 99,99% | 99,99% |