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 | 1.31% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'012 CHF | 38'512 CHF | 99.97% | 99.97% |
19.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'765 CHF | 38'265 CHF | 99.82% | 99.82% |
18.11.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'257 CHF | 38'757 CHF | 99.89% | 99.89% |
15.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'215 CHF | 38'715 CHF | 100.00% | 100.00% |
14.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'791 CHF | 38'291 CHF | 99.54% | 99.54% |
13.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'157 CHF | 37'657 CHF | 99.97% | 99.97% |
12.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'631 CHF | 37'131 CHF | 99.81% | 99.81% |
11.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'579 CHF | 39'079 CHF | 99.82% | 99.82% |
08.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'342 CHF | 38'842 CHF | 99.88% | 99.88% |
07.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'405 CHF | 38'905 CHF | 99.91% | 99.91% |