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 | 0.71% | 1.42 CHF | 1.43 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 21'161 CHF | 21'311 CHF | 99.48% | 99.48% |
19.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'379 CHF | 20'529 CHF | 99.48% | 99.48% |
18.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 26'130 CHF | 26'330 CHF | 99.54% | 99.54% |
15.11.2024 | 0.75% | 1.24 CHF | 1.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'948 CHF | 20'098 CHF | 98.94% | 98.94% |
14.11.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'067 CHF | 20'217 CHF | 99.52% | 99.52% |
13.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 26'367 CHF | 26'567 CHF | 99.55% | 99.55% |
12.11.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 25'075 CHF | 25'275 CHF | 99.59% | 99.59% |
11.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 24'549 CHF | 24'749 CHF | 99.49% | 99.49% |
08.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 23'330 CHF | 23'530 CHF | 99.53% | 99.53% |
07.11.2024 | 0.87% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'720 CHF | 28'970 CHF | 99.49% | 99.49% |