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 | 0.79% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'587 CHF | 31'837 CHF | 99.97% | 99.97% |
19.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'395 CHF | 30'645 CHF | 99.85% | 99.85% |
18.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'379 CHF | 31'629 CHF | 99.88% | 99.88% |
15.11.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'943 CHF | 31'193 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'044 CHF | 32'294 CHF | 99.64% | 99.64% |
13.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'718 CHF | 31'968 CHF | 99.95% | 99.95% |
12.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'568 CHF | 33'818 CHF | 99.75% | 99.75% |
11.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'136 CHF | 35'386 CHF | 99.80% | 99.80% |
08.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'265 CHF | 33'515 CHF | 99.89% | 99.89% |
07.11.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'455 CHF | 33'705 CHF | 99.91% | 99.91% |