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% | 1.55 CHF | 1.56 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 22'917 CHF | 23'067 CHF | 99.56% | 99.56% |
19.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 30'211 CHF | 30'411 CHF | 99.59% | 99.59% |
18.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 28'910 CHF | 29'110 CHF | 99.52% | 99.52% |
15.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 27'808 CHF | 28'008 CHF | 98.93% | 98.93% |
14.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 27'948 CHF | 28'148 CHF | 99.49% | 99.49% |
13.11.2024 | 0.69% | 1.40 CHF | 1.41 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 28'802 CHF | 29'002 CHF | 99.58% | 99.58% |
12.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 28'197 CHF | 28'397 CHF | 99.57% | 99.57% |
11.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 26'734 CHF | 26'934 CHF | 99.52% | 99.52% |
08.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 26'562 CHF | 26'762 CHF | 99.47% | 99.47% |
07.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 27'182 CHF | 27'382 CHF | 99.52% | 99.56% |