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 | 0.91% | 1.06 CHF | 1.07 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 43'668 CHF | 44'068 CHF | 99.97% | 99.97% |
19.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 43'797 CHF | 44'197 CHF | 99.78% | 99.78% |
18.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 42'862 CHF | 43'262 CHF | 99.91% | 99.91% |
15.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'630 CHF | 42'030 CHF | 100.00% | 100.00% |
14.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 42'077 CHF | 42'477 CHF | 99.66% | 99.66% |
13.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'678 CHF | 42'078 CHF | 99.94% | 99.94% |
12.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 40'000 | 40'000 | 39'996 | 40'000 | 44'297 CHF | 44'702 CHF | 99.83% | 99.83% |
11.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 46'883 CHF | 47'283 CHF | 99.82% | 99.82% |
08.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 47'091 CHF | 47'491 CHF | 99.88% | 99.88% |
07.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 47'868 CHF | 48'268 CHF | 99.91% | 99.91% |