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 | 0.33% | 0.57 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'910 CHF | 14'960 CHF | 99.99% | 99.99% |
19.11.2024 | 0.33% | 0.60 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'264 CHF | 15'314 CHF | 100.00% | 100.00% |
18.11.2024 | 0.33% | 0.64 CHF | 0.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'017 CHF | 15'067 CHF | 99.77% | 99.77% |
15.11.2024 | 0.34% | 0.61 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'801 CHF | 14'851 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 0.57 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'401 CHF | 27'501 CHF | 95.92% | 95.92% |
13.11.2024 | 0.44% | 0.46 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'580 CHF | 22'680 CHF | 97.72% | 97.72% |
12.11.2024 | 0.39% | 0.44 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'866 CHF | 12'916 CHF | 98.70% | 98.70% |
11.11.2024 | 0.34% | 0.55 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'663 CHF | 14'713 CHF | 95.92% | 95.92% |
08.11.2024 | 0.33% | 0.57 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'334 CHF | 15'384 CHF | 84.64% | 84.64% |
07.11.2024 | 0.30% | 0.68 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'788 CHF | 16'838 CHF | 99.99% | 99.99% |