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 | 0.72% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'429 CHF | 69'929 CHF | 99.34% | 99.34% |
19.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'173 CHF | 34'423 CHF | 99.26% | 99.26% |
18.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 25'000 | 25'000 | 8'955 | 8'955 | 12'489 CHF | 12'580 CHF | 99.28% | 99.28% |
15.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.39% | 99.39% |
14.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.38% | 99.38% |
13.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.37% | 99.37% |
12.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.08% | 99.08% |
11.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.29% | 99.29% |
08.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.38% | 99.38% |
07.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.27% | 99.27% |