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 | 0.73% | 1.41 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'301 CHF | 34'551 CHF | 99.33% | 99.33% |
19.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'358 CHF | 35'608 CHF | 99.23% | 99.23% |
18.11.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'991 CHF | 35'241 CHF | 99.31% | 99.31% |
15.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'816 CHF | 36'066 CHF | 99.39% | 99.39% |
14.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'933 CHF | 37'183 CHF | 99.39% | 99.39% |
13.11.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'367 CHF | 37'617 CHF | 99.39% | 99.39% |
12.11.2024 | 0.59% | 1.62 CHF | 1.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'925 CHF | 42'175 CHF | 99.08% | 99.08% |
11.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'646 CHF | 46'896 CHF | 99.29% | 99.29% |
08.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'118 CHF | 43'368 CHF | 99.39% | 99.39% |
07.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'247 CHF | 43'497 CHF | 99.26% | 99.26% |