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 | 0.66% | 1.55 CHF | 1.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'939 CHF | 38'189 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'138 CHF | 38'388 CHF | 99.86% | 99.86% |
18.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'174 CHF | 37'424 CHF | 99.91% | 99.91% |
15.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'760 CHF | 36'010 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'606 CHF | 35'856 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'309 CHF | 35'559 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 1.49 CHF | 1.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'807 CHF | 35'057 CHF | 99.71% | 99.71% |
11.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'389 CHF | 33'639 CHF | 99.91% | 99.91% |
08.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'409 CHF | 34'659 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'156 CHF | 34'406 CHF | 99.91% | 99.91% |