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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'839 CHF | 42'239 CHF | 100.00% | 100.00% |
20.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 40'738 CHF | 41'138 CHF | 99.97% | 99.97% |
19.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 40'919 CHF | 41'319 CHF | 99.78% | 99.78% |
18.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'125 CHF | 41'525 CHF | 99.95% | 99.95% |
15.11.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'072 CHF | 41'472 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 40'119 CHF | 40'519 CHF | 99.66% | 99.66% |
13.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 39'050 CHF | 39'450 CHF | 99.93% | 99.93% |
12.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 38'231 CHF | 38'631 CHF | 99.78% | 99.78% |
11.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 40'928 CHF | 41'328 CHF | 99.78% | 99.78% |
08.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'079 CHF | 41'479 CHF | 99.84% | 99.84% |