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% | 1.53 CHF | 1.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'917 CHF | 40'167 CHF | 99.96% | 99.96% |
19.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'596 CHF | 39'846 CHF | 99.79% | 99.79% |
18.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'467 CHF | 42'717 CHF | 99.89% | 99.89% |
15.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'886 CHF | 44'136 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'276 CHF | 44'526 CHF | 99.54% | 99.54% |
13.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'330 CHF | 42'580 CHF | 99.96% | 99.96% |
12.11.2024 | 0.54% | 1.75 CHF | 1.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'553 CHF | 46'803 CHF | 99.76% | 99.76% |
11.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'497 CHF | 49'747 CHF | 99.81% | 99.81% |
08.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'393 CHF | 46'643 CHF | 99.88% | 99.88% |
07.11.2024 | 0.55% | 1.91 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'141 CHF | 45'391 CHF | 99.90% | 99.90% |