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 | 0.99% | 0.98 CHF | 0.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'140 CHF | 25'390 CHF | 99.39% | 99.39% |
19.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'686 CHF | 25'936 CHF | 99.31% | 99.31% |
18.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'783 CHF | 25'033 CHF | 99.30% | 99.30% |
15.11.2024 | 0.94% | 1.00 CHF | 1.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'406 CHF | 26'656 CHF | 99.39% | 99.39% |
14.11.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'398 CHF | 26'648 CHF | 99.36% | 99.36% |
13.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'718 CHF | 27'968 CHF | 99.39% | 99.39% |
12.11.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'739 CHF | 28'989 CHF | 99.09% | 99.09% |
11.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'609 CHF | 30'859 CHF | 99.31% | 99.31% |
08.11.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'492 CHF | 29'742 CHF | 99.39% | 99.39% |
07.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'946 CHF | 31'196 CHF | 99.29% | 99.29% |