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% | 25.51 CHF | 25.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 513'337 CHF | 516'337 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 25.45 CHF | 25.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 507'361 CHF | 510'361 CHF | 89.38% | 89.38% |
18.11.2024 | 0.59% | 25.60 CHF | 25.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 510'637 CHF | 513'637 CHF | 99.68% | 99.68% |
15.11.2024 | 0.59% | 25.46 CHF | 25.61 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 509'574 CHF | 512'574 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 25.62 CHF | 25.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 510'191 CHF | 513'191 CHF | 100.00% | 100.00% |