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 | 1.19% | 0.83 CHF | 0.84 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 33'297 CHF | 33'697 CHF | 99.96% | 99.96% |
19.11.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 33'490 CHF | 33'890 CHF | 99.78% | 99.78% |
18.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 33'711 CHF | 34'111 CHF | 99.95% | 99.95% |
15.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 33'666 CHF | 34'066 CHF | 99.99% | 99.99% |
14.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 32'621 CHF | 33'021 CHF | 99.65% | 99.65% |
13.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 31'556 CHF | 31'956 CHF | 99.93% | 99.93% |
12.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 30'729 CHF | 31'129 CHF | 99.76% | 99.76% |
11.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 33'447 CHF | 33'847 CHF | 99.78% | 99.78% |
08.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 33'612 CHF | 34'012 CHF | 99.85% | 99.85% |
07.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 33'212 CHF | 33'612 CHF | 99.90% | 99.90% |