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 | 0.65% | 1.57 CHF | 1.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'630 CHF | 38'880 CHF | 99.97% | 99.97% |
19.11.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'510 CHF | 36'760 CHF | 99.80% | 99.80% |
18.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'292 CHF | 38'542 CHF | 99.93% | 99.93% |
15.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'384 CHF | 39'634 CHF | 100.00% | 100.00% |
14.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'719 CHF | 38'969 CHF | 99.57% | 99.57% |
13.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'524 CHF | 35'774 CHF | 99.96% | 99.96% |
12.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'892 CHF | 37'142 CHF | 99.79% | 99.79% |
11.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'251 CHF | 37'501 CHF | 99.81% | 99.81% |
08.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'639 CHF | 35'889 CHF | 99.88% | 99.88% |
07.11.2024 | 0.68% | 1.42 CHF | 1.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'540 CHF | 36'790 CHF | 99.87% | 99.87% |