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 | 0.57% | 1.71 CHF | 1.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'011 CHF | 44'261 CHF | 99.95% | 99.95% |
19.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'335 CHF | 43'585 CHF | 99.85% | 99.85% |
18.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'825 CHF | 44'075 CHF | 99.88% | 99.88% |
15.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'169 CHF | 45'419 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'292 CHF | 45'542 CHF | 99.66% | 99.66% |
13.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'175 CHF | 44'425 CHF | 99.94% | 99.94% |
12.11.2024 | 0.55% | 1.75 CHF | 1.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'568 CHF | 45'818 CHF | 99.83% | 99.83% |
11.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'641 CHF | 46'891 CHF | 99.77% | 99.77% |
08.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'521 CHF | 45'771 CHF | 99.86% | 99.86% |
07.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'527 CHF | 45'777 CHF | 99.91% | 99.91% |