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 | 0,94% | 1,06 CHF | 1,07 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 21 258 CHF | 21 458 CHF | 99,97% | 99,97% |
19/11/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 21 459 CHF | 21 659 CHF | 99,84% | 99,84% |
18/11/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 21 744 CHF | 21 944 CHF | 99,46% | 99,46% |
15/11/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 21 393 CHF | 21 593 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 1,09 CHF | 1,10 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 22 307 CHF | 22 507 CHF | 99,66% | 99,66% |
13/11/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 22 899 CHF | 23 099 CHF | 99,95% | 99,95% |
12/11/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 24 297 CHF | 24 497 CHF | 99,82% | 99,82% |
11/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 24 001 CHF | 24 201 CHF | 99,81% | 99,81% |
08/11/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 23 979 CHF | 24 179 CHF | 99,86% | 99,86% |
07/11/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 23 142 CHF | 23 342 CHF | 99,90% | 99,90% |