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 | 30'000 | 30'000 | 30'000 | 30'000 | 52'200 CHF | 52'500 CHF | 99.49% | 99.49% |
19.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 50'629 CHF | 50'929 CHF | 97.55% | 97.55% |
18.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 52'934 CHF | 53'234 CHF | 99.40% | 99.40% |
15.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 52'377 CHF | 52'677 CHF | 98.86% | 98.86% |
14.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 50'989 CHF | 51'289 CHF | 99.50% | 99.50% |
13.11.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 50'255 CHF | 50'555 CHF | 95.71% | 95.71% |
12.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 51'989 CHF | 52'289 CHF | 99.57% | 99.57% |
11.11.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 51'699 CHF | 51'999 CHF | 94.73% | 94.73% |
08.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 49'569 CHF | 49'869 CHF | 91.96% | 91.96% |
07.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 53'870 CHF | 54'170 CHF | 99.54% | 99.54% |