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 | 0.84% | 1.13 CHF | 1.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'642 CHF | 29'892 CHF | 99.97% | 99.97% |
19.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'047 CHF | 29'297 CHF | 99.92% | 99.92% |
18.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'507 CHF | 29'757 CHF | 99.88% | 99.88% |
15.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'896 CHF | 31'146 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'010 CHF | 31'260 CHF | 99.66% | 99.66% |
13.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'878 CHF | 30'128 CHF | 99.94% | 99.94% |
12.11.2024 | 0.80% | 1.18 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'279 CHF | 31'529 CHF | 99.83% | 99.83% |
11.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'360 CHF | 32'610 CHF | 99.80% | 99.80% |
08.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'271 CHF | 31'521 CHF | 99.86% | 99.86% |
07.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'248 CHF | 31'498 CHF | 99.91% | 99.91% |