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 | 0.81% | 1.25 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'629 CHF | 30'879 CHF | 99.96% | 99.96% |
19.11.2024 | 0.87% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'477 CHF | 28'727 CHF | 99.77% | 99.77% |
18.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'271 CHF | 30'521 CHF | 99.91% | 99.91% |
15.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'280 CHF | 31'530 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'649 CHF | 30'899 CHF | 99.57% | 99.57% |
13.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'494 CHF | 27'744 CHF | 99.96% | 99.96% |
12.11.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'826 CHF | 29'076 CHF | 99.81% | 99.81% |
11.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'240 CHF | 29'490 CHF | 99.82% | 99.82% |
08.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'619 CHF | 27'869 CHF | 99.88% | 99.88% |
07.11.2024 | 0.87% | 1.10 CHF | 1.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'483 CHF | 28'733 CHF | 99.90% | 99.90% |