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 | 1.28% | 0.74 CHF | 0.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'426 CHF | 19'676 CHF | 100.00% | 100.00% |
19.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'204 CHF | 19'454 CHF | 99.91% | 99.91% |
18.11.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'393 CHF | 20'643 CHF | 99.88% | 99.88% |
15.11.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'024 CHF | 22'274 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'143 CHF | 22'393 CHF | 100.00% | 100.00% |
13.11.2024 | 1.11% | 0.85 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'485 CHF | 22'735 CHF | 100.00% | 100.00% |
12.11.2024 | 1.08% | 0.82 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'979 CHF | 23'229 CHF | 99.72% | 99.72% |
11.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'519 CHF | 24'769 CHF | 99.91% | 99.91% |
08.11.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'700 CHF | 23'950 CHF | 100.00% | 100.00% |
07.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'207 CHF | 24'457 CHF | 99.91% | 99.91% |