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 | 0.18% | 1.15 CHF | 1.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'248 CHF | 28'298 CHF | 99.99% | 99.99% |
19.11.2024 | 0.18% | 1.13 CHF | 1.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'887 CHF | 27'937 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 1.09 CHF | 1.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'290 CHF | 28'340 CHF | 99.77% | 99.77% |
15.11.2024 | 0.17% | 1.13 CHF | 1.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'669 CHF | 28'719 CHF | 99.99% | 99.99% |
14.11.2024 | 0.17% | 1.17 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'453 CHF | 59'553 CHF | 95.92% | 95.92% |
13.11.2024 | 0.16% | 1.27 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'366 CHF | 64'466 CHF | 97.72% | 97.72% |
12.11.2024 | 0.16% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'617 CHF | 30'667 CHF | 98.70% | 98.70% |
11.11.2024 | 0.17% | 1.19 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'906 CHF | 28'956 CHF | 95.92% | 95.92% |
08.11.2024 | 0.18% | 1.17 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'410 CHF | 28'460 CHF | 84.64% | 84.64% |
07.11.2024 | 0.18% | 1.08 CHF | 1.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'134 CHF | 27'184 CHF | 99.99% | 99.99% |