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 | 0.47% | 0.40 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'536 CHF | 10'586 CHF | 99.99% | 99.99% |
19.11.2024 | 0.46% | 0.42 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'895 CHF | 10'945 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 0.47 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'634 CHF | 10'684 CHF | 99.77% | 99.77% |
15.11.2024 | 0.48% | 0.43 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'411 CHF | 10'461 CHF | 99.99% | 99.99% |
14.11.2024 | 0.54% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'635 CHF | 18'735 CHF | 95.92% | 95.92% |
13.11.2024 | 0.72% | 0.29 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'814 CHF | 13'914 CHF | 97.72% | 97.72% |
12.11.2024 | 0.59% | 0.27 CHF | 0.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'487 CHF | 8'537 CHF | 98.70% | 98.70% |
11.11.2024 | 0.49% | 0.38 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'278 CHF | 10'328 CHF | 95.92% | 95.92% |
08.11.2024 | 0.46% | 0.40 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'942 CHF | 10'992 CHF | 84.64% | 84.64% |
07.11.2024 | 0.40% | 0.50 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'382 CHF | 12'432 CHF | 99.99% | 99.99% |