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 | 0,65% | 1,55 CHF | 1,56 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 22 917 CHF | 23 067 CHF | 99,56% | 99,56% |
19/11/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 30 211 CHF | 30 411 CHF | 99,59% | 99,59% |
18/11/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 28 910 CHF | 29 110 CHF | 99,52% | 99,52% |
15/11/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 27 808 CHF | 28 008 CHF | 98,93% | 98,93% |
14/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 27 948 CHF | 28 148 CHF | 99,49% | 99,49% |
13/11/2024 | 0,69% | 1,40 CHF | 1,41 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 28 802 CHF | 29 002 CHF | 99,58% | 99,58% |
12/11/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 28 197 CHF | 28 397 CHF | 99,57% | 99,57% |
11/11/2024 | 0,75% | 1,37 CHF | 1,38 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 26 734 CHF | 26 934 CHF | 99,52% | 99,52% |
08/11/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 26 562 CHF | 26 762 CHF | 99,47% | 99,47% |
07/11/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 27 182 CHF | 27 382 CHF | 99,52% | 99,56% |