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 | 0.83% | 1.21 CHF | 1.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'891 CHF | 30'141 CHF | 99.97% | 99.97% |
19.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'513 CHF | 30'763 CHF | 99.85% | 99.85% |
18.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'016 CHF | 30'266 CHF | 99.90% | 99.90% |
15.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'287 CHF | 30'537 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'743 CHF | 29'993 CHF | 99.64% | 99.64% |
13.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'903 CHF | 30'153 CHF | 99.94% | 99.94% |
12.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'993 CHF | 29'243 CHF | 99.79% | 99.79% |
11.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'232 CHF | 28'482 CHF | 99.77% | 99.77% |
08.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'189 CHF | 29'439 CHF | 99.89% | 99.89% |
07.11.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'113 CHF | 29'363 CHF | 99.91% | 99.91% |