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 | 1.64% | 0.62 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'165 CHF | 15'415 CHF | 99.97% | 99.97% |
19.11.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'831 CHF | 16'081 CHF | 99.85% | 99.85% |
18.11.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'703 CHF | 14'953 CHF | 99.95% | 99.95% |
15.11.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'652 CHF | 14'902 CHF | 100.00% | 100.00% |
14.11.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'334 CHF | 15'584 CHF | 99.65% | 99.65% |
13.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'866 CHF | 16'116 CHF | 99.95% | 99.95% |
12.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'957 CHF | 16'207 CHF | 99.83% | 99.83% |
11.11.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'697 CHF | 13'947 CHF | 99.84% | 99.84% |
08.11.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'034 CHF | 15'284 CHF | 99.85% | 99.85% |
07.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'166 CHF | 15'416 CHF | 99.90% | 99.90% |