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 | 0.13% | 1.60 CHF | 1.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'494 CHF | 39'544 CHF | 99.99% | 99.99% |
19.11.2024 | 0.13% | 1.58 CHF | 1.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'123 CHF | 39'173 CHF | 100.00% | 100.00% |
18.11.2024 | 0.13% | 1.54 CHF | 1.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'561 CHF | 39'611 CHF | 99.77% | 99.77% |
15.11.2024 | 0.13% | 1.58 CHF | 1.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'966 CHF | 40'016 CHF | 99.99% | 99.99% |
14.11.2024 | 0.12% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'013 CHF | 82'113 CHF | 95.92% | 95.92% |
13.11.2024 | 0.11% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'937 CHF | 87'037 CHF | 97.72% | 97.72% |
12.11.2024 | 0.12% | 1.75 CHF | 1.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'894 CHF | 41'944 CHF | 98.70% | 98.70% |
11.11.2024 | 0.12% | 1.64 CHF | 1.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'198 CHF | 40'248 CHF | 95.92% | 95.92% |
08.11.2024 | 0.13% | 1.63 CHF | 1.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'726 CHF | 39'776 CHF | 84.64% | 84.64% |
07.11.2024 | 0.13% | 1.53 CHF | 1.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'492 CHF | 38'542 CHF | 99.99% | 99.99% |