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 | 0.52% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'125 CHF | 48'375 CHF | 99.39% | 99.39% |
19.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'781 CHF | 48'031 CHF | 99.29% | 99.29% |
18.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'115 CHF | 50'365 CHF | 99.28% | 99.28% |
15.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'967 CHF | 50'217 CHF | 99.39% | 99.39% |
14.11.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'777 CHF | 49'027 CHF | 99.38% | 99.38% |
13.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'989 CHF | 47'239 CHF | 99.38% | 99.38% |
12.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'294 CHF | 46'544 CHF | 99.09% | 99.09% |
11.11.2024 | 0.51% | 1.89 CHF | 1.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'460 CHF | 48'710 CHF | 99.25% | 99.25% |
08.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'540 CHF | 46'790 CHF | 99.39% | 99.39% |
07.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'039 CHF | 47'289 CHF | 99.26% | 99.26% |