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 | 0,71% | 1,42 CHF | 1,43 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 21 161 CHF | 21 311 CHF | 99,48% | 99,48% |
19/11/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 20 379 CHF | 20 529 CHF | 99,48% | 99,48% |
18/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 26 130 CHF | 26 330 CHF | 99,54% | 99,54% |
15/11/2024 | 0,75% | 1,24 CHF | 1,25 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 19 948 CHF | 20 098 CHF | 98,94% | 98,94% |
14/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 20 067 CHF | 20 217 CHF | 99,52% | 99,52% |
13/11/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 26 367 CHF | 26 567 CHF | 99,55% | 99,55% |
12/11/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 25 075 CHF | 25 275 CHF | 99,59% | 99,59% |
11/11/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 24 549 CHF | 24 749 CHF | 99,49% | 99,49% |
08/11/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 23 330 CHF | 23 530 CHF | 99,53% | 99,53% |
07/11/2024 | 0,87% | 1,19 CHF | 1,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 28 720 CHF | 28 970 CHF | 99,49% | 99,49% |