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 | 0.73% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'998 CHF | 34'248 CHF | 99.97% | 99.97% |
19.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'220 CHF | 34'470 CHF | 99.85% | 99.85% |
18.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'099 CHF | 33'349 CHF | 99.88% | 99.88% |
15.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'527 CHF | 31'777 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'034 CHF | 32'284 CHF | 99.68% | 99.68% |
13.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'566 CHF | 31'816 CHF | 99.96% | 99.96% |
12.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'765 CHF | 35'015 CHF | 99.78% | 99.78% |
11.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'967 CHF | 38'217 CHF | 99.80% | 99.80% |
08.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'200 CHF | 38'450 CHF | 99.88% | 99.88% |
07.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'236 CHF | 39'486 CHF | 99.89% | 99.89% |