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 | 0.64% | 1.51 CHF | 1.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'756 CHF | 39'006 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'514 CHF | 38'764 CHF | 99.89% | 99.89% |
18.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'753 CHF | 40'003 CHF | 99.86% | 99.86% |
15.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'421 CHF | 41'671 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'502 CHF | 41'752 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'861 CHF | 42'111 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 1.60 CHF | 1.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'341 CHF | 42'591 CHF | 99.71% | 99.71% |
11.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'889 CHF | 44'139 CHF | 99.91% | 99.91% |
08.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'103 CHF | 43'353 CHF | 100.00% | 100.00% |
07.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'679 CHF | 43'929 CHF | 99.91% | 99.91% |