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 | 0.65% | 1.52 CHF | 1.53 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 23'146 CHF | 23'296 CHF | 99.49% | 99.49% |
19.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 24'059 CHF | 24'209 CHF | 99.48% | 99.48% |
18.11.2024 | 0.59% | 1.63 CHF | 1.64 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'264 CHF | 25'414 CHF | 99.53% | 99.53% |
15.11.2024 | 0.60% | 1.78 CHF | 1.79 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'137 CHF | 25'287 CHF | 98.95% | 98.95% |
14.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 24'933 CHF | 25'083 CHF | 99.51% | 99.51% |
13.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'367 CHF | 25'517 CHF | 99.54% | 99.54% |
12.11.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'802 CHF | 17'902 CHF | 99.57% | 99.57% |
11.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 18'255 CHF | 18'355 CHF | 99.49% | 99.49% |
08.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 19'318 CHF | 19'418 CHF | 99.53% | 99.53% |
07.11.2024 | 0.50% | 1.92 CHF | 1.93 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 19'956 CHF | 20'056 CHF | 99.49% | 99.49% |