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 | 0.52% | 1.94 CHF | 1.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'181 CHF | 48'431 CHF | 99.38% | 99.38% |
19.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'716 CHF | 46'966 CHF | 99.28% | 99.28% |
18.11.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'190 CHF | 45'440 CHF | 99.29% | 99.29% |
15.11.2024 | 0.55% | 1.72 CHF | 1.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'685 CHF | 45'935 CHF | 99.39% | 99.39% |
14.11.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'959 CHF | 46'209 CHF | 99.39% | 99.39% |
13.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'356 CHF | 45'606 CHF | 99.39% | 99.39% |
12.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'375 CHF | 43'625 CHF | 99.10% | 99.10% |
11.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'552 CHF | 42'802 CHF | 99.31% | 99.31% |
08.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'559 CHF | 40'809 CHF | 99.39% | 99.39% |
07.11.2024 | 0.63% | 1.65 CHF | 1.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'737 CHF | 39'987 CHF | 99.29% | 99.29% |