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 | 1.04% | 0.94 CHF | 0.95 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 119'365 CHF | 120'615 CHF | 100.00% | 100.00% |
19.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'016 CHF | 24'266 CHF | 99.88% | 99.88% |
18.11.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'958 CHF | 24'208 CHF | 99.90% | 99.90% |
15.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'871 CHF | 24'121 CHF | 100.00% | 100.00% |
14.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'300 CHF | 23'550 CHF | 100.00% | 100.00% |
13.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'089 CHF | 22'339 CHF | 100.00% | 100.00% |
12.11.2024 | 1.09% | 0.88 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'855 CHF | 23'105 CHF | 99.72% | 99.72% |
11.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'770 CHF | 24'020 CHF | 99.91% | 99.91% |
08.11.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'065 CHF | 24'315 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'926 CHF | 25'176 CHF | 99.91% | 99.91% |