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 | 0.62% | 1.58 CHF | 1.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'016 CHF | 40'266 CHF | 99.39% | 99.39% |
19.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'434 CHF | 41'684 CHF | 99.27% | 99.27% |
18.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'267 CHF | 43'517 CHF | 99.30% | 99.30% |
15.11.2024 | 0.58% | 1.82 CHF | 1.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'042 CHF | 43'292 CHF | 99.39% | 99.39% |
14.11.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'685 CHF | 42'935 CHF | 99.38% | 99.38% |
13.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'337 CHF | 43'587 CHF | 99.39% | 99.39% |
12.11.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'277 CHF | 45'527 CHF | 99.10% | 99.10% |
11.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'244 CHF | 46'494 CHF | 99.31% | 99.31% |
08.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'492 CHF | 48'742 CHF | 99.39% | 99.39% |
07.11.2024 | 0.50% | 1.92 CHF | 1.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'687 CHF | 49'937 CHF | 99.28% | 99.28% |