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 | 1.14% | 0.90 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'738 CHF | 21'988 CHF | 99.97% | 99.97% |
19.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'713 CHF | 22'963 CHF | 99.85% | 99.85% |
18.11.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'970 CHF | 22'220 CHF | 99.89% | 99.89% |
15.11.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'343 CHF | 22'593 CHF | 100.00% | 100.00% |
14.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'475 CHF | 21'725 CHF | 99.65% | 99.65% |
13.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'752 CHF | 22'002 CHF | 99.94% | 99.94% |
12.11.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'334 CHF | 20'584 CHF | 99.79% | 99.79% |
11.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'070 CHF | 19'320 CHF | 99.77% | 99.77% |
08.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'601 CHF | 20'851 CHF | 99.88% | 99.88% |
07.11.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'490 CHF | 20'740 CHF | 99.91% | 99.91% |