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 | 0.78% | 1.34 CHF | 1.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'100 CHF | 32'350 CHF | 99.95% | 99.95% |
19.11.2024 | 0.89% | 1.21 CHF | 1.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'063 CHF | 28'313 CHF | 99.81% | 99.81% |
18.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'236 CHF | 31'486 CHF | 99.91% | 99.91% |
15.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'257 CHF | 33'507 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'097 CHF | 32'347 CHF | 99.63% | 99.63% |
13.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'139 CHF | 26'389 CHF | 99.95% | 99.95% |
12.11.2024 | 0.87% | 1.10 CHF | 1.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'651 CHF | 28'901 CHF | 99.75% | 99.75% |
11.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'498 CHF | 29'748 CHF | 99.81% | 99.81% |
08.11.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'429 CHF | 26'679 CHF | 99.86% | 99.86% |
07.11.2024 | 0.89% | 1.05 CHF | 1.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'980 CHF | 28'230 CHF | 99.89% | 99.89% |