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 | 1,56% | 0,66 CHF | 0,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 886 CHF | 16 136 CHF | 99,60% | 99,60% |
19/11/2024 | 1,65% | 0,62 CHF | 0,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 003 CHF | 15 253 CHF | 99,54% | 99,54% |
18/11/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 15 775 CHF | 16 025 CHF | 99,45% | 99,50% |
15/11/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 196 CHF | 17 446 CHF | 98,84% | 98,84% |
14/11/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 068 CHF | 17 318 CHF | 99,58% | 99,58% |
13/11/2024 | 1,44% | 0,67 CHF | 0,68 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 17 252 CHF | 17 502 CHF | 99,59% | 99,59% |
12/11/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 15 068 CHF | 15 268 CHF | 99,43% | 99,50% |
11/11/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 17 923 CHF | 18 123 CHF | 99,49% | 99,49% |
08/11/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 13 492 CHF | 13 642 CHF | 99,49% | 99,49% |
07/11/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 18 983 CHF | 19 183 CHF | 99,03% | 99,03% |