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 | 0.35% | 0.59 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'240 CHF | 14'290 CHF | 99.99% | 99.99% |
19.11.2024 | 0.36% | 0.57 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'891 CHF | 13'941 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 0.53 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'247 CHF | 14'297 CHF | 99.77% | 99.77% |
15.11.2024 | 0.34% | 0.57 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'596 CHF | 14'646 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 0.61 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'352 CHF | 31'452 CHF | 95.92% | 95.92% |
13.11.2024 | 0.28% | 0.71 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'249 CHF | 36'349 CHF | 97.72% | 97.72% |
12.11.2024 | 0.30% | 0.73 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'568 CHF | 16'618 CHF | 98.70% | 98.70% |
11.11.2024 | 0.34% | 0.63 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'839 CHF | 14'889 CHF | 95.92% | 95.92% |
08.11.2024 | 0.35% | 0.61 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'314 CHF | 14'364 CHF | 84.64% | 84.64% |
07.11.2024 | 0.38% | 0.52 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'986 CHF | 13'036 CHF | 99.99% | 99.99% |