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 | 0.23% | 0.89 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'780 CHF | 21'830 CHF | 99.99% | 99.99% |
19.11.2024 | 0.23% | 0.87 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'425 CHF | 21'475 CHF | 100.00% | 100.00% |
18.11.2024 | 0.23% | 0.83 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'806 CHF | 21'856 CHF | 99.77% | 99.77% |
15.11.2024 | 0.23% | 0.87 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'172 CHF | 22'222 CHF | 100.00% | 100.00% |
14.11.2024 | 0.21% | 0.91 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'480 CHF | 46'580 CHF | 95.92% | 95.92% |
13.11.2024 | 0.19% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'385 CHF | 51'485 CHF | 97.72% | 97.72% |
12.11.2024 | 0.21% | 1.03 CHF | 1.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'131 CHF | 24'181 CHF | 98.70% | 98.70% |
11.11.2024 | 0.22% | 0.93 CHF | 0.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'411 CHF | 22'461 CHF | 95.92% | 95.92% |
08.11.2024 | 0.23% | 0.91 CHF | 0.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'902 CHF | 21'952 CHF | 84.64% | 84.64% |
07.11.2024 | 0.24% | 0.82 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'603 CHF | 20'653 CHF | 99.99% | 99.99% |