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 | 1.26% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'512 CHF | 40'012 CHF | 99.37% | 99.37% |
19.11.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'563 CHF | 42'063 CHF | 99.29% | 99.29% |
18.11.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'184 CHF | 40'684 CHF | 99.31% | 99.31% |
15.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'878 CHF | 40'378 CHF | 99.39% | 99.39% |
14.11.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'013 CHF | 42'513 CHF | 99.35% | 99.35% |
13.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'441 CHF | 39'941 CHF | 99.39% | 99.39% |
12.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'131 CHF | 40'631 CHF | 99.09% | 99.09% |
11.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'272 CHF | 39'772 CHF | 99.29% | 99.29% |
08.11.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'789 CHF | 43'289 CHF | 99.39% | 99.39% |
07.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'129 CHF | 45'629 CHF | 99.28% | 99.28% |