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 | 0.69% | 1.39 CHF | 1.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'195 CHF | 36'445 CHF | 99.39% | 99.39% |
19.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'874 CHF | 36'124 CHF | 99.29% | 99.29% |
18.11.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'167 CHF | 38'417 CHF | 99.28% | 99.28% |
15.11.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'005 CHF | 38'255 CHF | 99.39% | 99.39% |
14.11.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'836 CHF | 37'086 CHF | 99.35% | 99.35% |
13.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'035 CHF | 35'285 CHF | 99.39% | 99.39% |
12.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'364 CHF | 34'614 CHF | 99.10% | 99.10% |
11.11.2024 | 0.68% | 1.41 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'501 CHF | 36'751 CHF | 99.25% | 99.25% |
08.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'565 CHF | 34'815 CHF | 99.38% | 99.38% |
07.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'027 CHF | 35'277 CHF | 99.27% | 99.27% |