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 | 0.70% | 1.45 CHF | 1.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'453 CHF | 35'703 CHF | 99.95% | 99.95% |
19.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'802 CHF | 36'052 CHF | 99.81% | 99.81% |
18.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'163 CHF | 35'413 CHF | 98.35% | 98.35% |
15.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'354 CHF | 34'604 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'375 CHF | 35'625 CHF | 99.55% | 99.55% |
13.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'804 CHF | 37'054 CHF | 99.95% | 99.95% |
12.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'970 CHF | 36'220 CHF | 99.83% | 99.83% |
11.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'823 CHF | 35'073 CHF | 99.80% | 99.80% |
08.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'153 CHF | 35'403 CHF | 99.86% | 99.86% |
07.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'119 CHF | 34'369 CHF | 99.90% | 99.90% |