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 | 0.58% | 1.68 CHF | 1.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'142 CHF | 43'392 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'895 CHF | 43'145 CHF | 99.89% | 99.89% |
18.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'148 CHF | 44'398 CHF | 99.88% | 99.88% |
15.11.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'817 CHF | 46'067 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'897 CHF | 46'147 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'256 CHF | 46'506 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 1.77 CHF | 1.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'717 CHF | 46'967 CHF | 99.71% | 99.71% |
11.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'283 CHF | 48'533 CHF | 99.91% | 99.91% |
08.11.2024 | 0.52% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'500 CHF | 47'750 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'100 CHF | 48'350 CHF | 99.91% | 99.91% |