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 | 0.54% | 1.88 CHF | 1.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'275 CHF | 46'525 CHF | 99.96% | 99.96% |
19.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'164 CHF | 44'414 CHF | 99.80% | 99.80% |
18.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'905 CHF | 46'155 CHF | 99.93% | 99.93% |
15.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'996 CHF | 47'246 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'364 CHF | 46'614 CHF | 99.63% | 99.63% |
13.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'109 CHF | 43'359 CHF | 99.96% | 99.96% |
12.11.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'505 CHF | 44'755 CHF | 99.77% | 99.77% |
11.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'882 CHF | 45'132 CHF | 99.81% | 99.81% |
08.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'269 CHF | 43'519 CHF | 99.89% | 99.89% |
07.11.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'167 CHF | 44'417 CHF | 99.87% | 99.87% |