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 | 1.32% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'708 CHF | 38'208 CHF | 99.97% | 99.97% |
19.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'752 CHF | 38'252 CHF | 99.85% | 99.85% |
18.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'404 CHF | 37'904 CHF | 99.92% | 99.92% |
15.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'052 CHF | 38'552 CHF | 100.00% | 100.00% |
14.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'146 CHF | 38'646 CHF | 99.54% | 99.54% |
13.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'582 CHF | 39'082 CHF | 99.97% | 99.97% |
12.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'776 CHF | 39'276 CHF | 99.77% | 99.77% |
11.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'830 CHF | 39'330 CHF | 99.82% | 99.82% |
08.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'238 CHF | 39'738 CHF | 99.88% | 99.88% |
07.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'303 CHF | 39'803 CHF | 99.88% | 99.88% |