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% | 1.54 CHF | 1.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'168 CHF | 40'418 CHF | 99.97% | 99.97% |
19.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'388 CHF | 40'638 CHF | 99.83% | 99.83% |
18.11.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'243 CHF | 39'493 CHF | 99.90% | 99.90% |
15.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'702 CHF | 37'952 CHF | 100.00% | 100.00% |
14.11.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'203 CHF | 38'453 CHF | 99.65% | 99.65% |
13.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'716 CHF | 37'966 CHF | 99.95% | 99.95% |
12.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'944 CHF | 41'194 CHF | 99.81% | 99.81% |
11.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'107 CHF | 44'357 CHF | 99.82% | 99.82% |
08.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'379 CHF | 44'629 CHF | 99.82% | 99.82% |
07.11.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'421 CHF | 45'671 CHF | 99.91% | 99.91% |