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 | 1,49% | 1,37 CHF | 1,39 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 13 374 CHF | 13 574 CHF | 99,97% | 99,97% |
19/11/2024 | 1,49% | 1,32 CHF | 1,34 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 13 319 CHF | 13 519 CHF | 99,80% | 99,80% |
18/11/2024 | 1,54% | 1,29 CHF | 1,31 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 12 901 CHF | 13 101 CHF | 99,93% | 99,93% |
15/11/2024 | 1,61% | 1,25 CHF | 1,27 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 12 338 CHF | 12 538 CHF | 100,00% | 100,00% |
14/11/2024 | 1,63% | 1,23 CHF | 1,25 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 12 177 CHF | 12 377 CHF | 99,84% | 99,84% |
13/11/2024 | 1,62% | 1,23 CHF | 1,25 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 12 282 CHF | 12 482 CHF | 99,96% | 99,96% |
12/11/2024 | 1,66% | 1,22 CHF | 1,24 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 952 CHF | 12 152 CHF | 99,77% | 99,77% |
11/11/2024 | 1,73% | 1,15 CHF | 1,17 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 448 CHF | 11 648 CHF | 99,77% | 99,77% |
08/11/2024 | 1,71% | 1,17 CHF | 1,19 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 619 CHF | 11 819 CHF | 99,84% | 99,84% |
07/11/2024 | 1,73% | 1,14 CHF | 1,16 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 11 437 CHF | 11 637 CHF | 99,91% | 99,91% |