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 | 0.83% | 1.25 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'907 CHF | 30'157 CHF | 99.97% | 99.97% |
19.11.2024 | 0.88% | 1.18 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'274 CHF | 28'524 CHF | 99.80% | 99.80% |
18.11.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'416 CHF | 29'666 CHF | 99.90% | 99.90% |
15.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'520 CHF | 29'770 CHF | 99.59% | 99.59% |
14.11.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'981 CHF | 30'231 CHF | 99.60% | 99.60% |
13.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'633 CHF | 32'883 CHF | 99.95% | 99.95% |
12.11.2024 | 0.88% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'155 CHF | 28'405 CHF | 99.77% | 99.77% |
11.11.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'660 CHF | 28'910 CHF | 99.81% | 99.81% |
08.11.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'332 CHF | 30'582 CHF | 99.81% | 99.81% |
07.11.2024 | 0.79% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'539 CHF | 31'789 CHF | 99.86% | 99.86% |