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 | 0.59% | 1.67 CHF | 1.68 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 16'872 CHF | 16'972 CHF | 99.73% | 99.73% |
19.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 16'637 CHF | 16'737 CHF | 99.92% | 99.92% |
18.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 16'796 CHF | 16'896 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'349 CHF | 17'449 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'720 CHF | 17'820 CHF | 100.00% | 100.00% |
13.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'412 CHF | 17'512 CHF | 99.95% | 99.95% |
12.11.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'986 CHF | 18'086 CHF | 100.00% | 100.00% |
11.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'484 CHF | 18'584 CHF | 99.71% | 99.71% |
08.11.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'353 CHF | 18'453 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'589 CHF | 18'689 CHF | 99.70% | 99.70% |