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 | 0.94% | 1.06 CHF | 1.07 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 42'557 CHF | 42'957 CHF | 99.41% | 99.41% |
19.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 40'898 CHF | 41'298 CHF | 99.60% | 99.60% |
18.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 42'835 CHF | 43'235 CHF | 99.88% | 99.88% |
15.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 43'919 CHF | 44'319 CHF | 99.64% | 99.64% |
14.11.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 43'414 CHF | 43'814 CHF | 98.63% | 98.63% |
13.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'215 CHF | 41'615 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 45'013 CHF | 45'413 CHF | 99.86% | 99.86% |
11.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 45'776 CHF | 46'176 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 44'138 CHF | 44'538 CHF | 98.31% | 98.31% |
07.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 44'901 CHF | 45'301 CHF | 99.72% | 99.72% |