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 | 1.08% | 0.89 CHF | 0.90 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 36'858 CHF | 37'258 CHF | 94.59% | 94.59% |
19.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 37'018 CHF | 37'418 CHF | 97.31% | 97.31% |
18.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 40'000 | 40'000 | 39'987 | 39'987 | 36'163 CHF | 36'562 CHF | 99.41% | 99.41% |
15.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 34'909 CHF | 35'309 CHF | 99.10% | 99.10% |
14.11.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 35'324 CHF | 35'724 CHF | 98.07% | 98.07% |
13.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 40'000 | 40'000 | 39'996 | 39'996 | 34'950 CHF | 35'350 CHF | 99.58% | 99.58% |
12.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 40'000 | 40'000 | 39'995 | 39'995 | 37'516 CHF | 37'916 CHF | 99.03% | 99.03% |
11.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 40'000 | 40'000 | 39'996 | 39'996 | 40'092 CHF | 40'492 CHF | 98.86% | 98.86% |
08.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 40'317 CHF | 40'717 CHF | 97.27% | 97.27% |
07.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'097 CHF | 41'497 CHF | 99.52% | 99.52% |