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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'536 CHF | 33'786 CHF | 99.39% | 99.39% |
20.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'743 CHF | 32'993 CHF | 99.38% | 99.38% |
19.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'715 CHF | 34'965 CHF | 99.30% | 99.30% |
18.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'034 CHF | 33'284 CHF | 99.30% | 99.30% |
15.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'238 CHF | 32'488 CHF | 99.38% | 99.38% |
14.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'687 CHF | 32'937 CHF | 99.37% | 99.37% |
13.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'678 CHF | 33'928 CHF | 99.39% | 99.39% |
12.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'044 CHF | 34'294 CHF | 99.10% | 99.10% |
11.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'833 CHF | 34'083 CHF | 99.26% | 99.26% |
08.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'399 CHF | 33'649 CHF | 99.37% | 99.37% |