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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'104 CHF | 38'354 CHF | 99.36% | 99.36% |
20.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'822 CHF | 35'072 CHF | 99.39% | 99.39% |
19.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'340 CHF | 35'590 CHF | 99.31% | 99.31% |
18.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'468 CHF | 34'718 CHF | 99.30% | 99.30% |
15.11.2024 | 0.69% | 1.39 CHF | 1.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'113 CHF | 36'363 CHF | 99.39% | 99.39% |
14.11.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'087 CHF | 36'337 CHF | 99.37% | 99.37% |
13.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'399 CHF | 37'649 CHF | 99.39% | 99.39% |
12.11.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'404 CHF | 38'654 CHF | 99.09% | 99.09% |
11.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'287 CHF | 40'537 CHF | 99.31% | 99.31% |
08.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'206 CHF | 39'456 CHF | 99.39% | 99.39% |