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 | 1.22% | 1.65 CHF | 1.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'823 CHF | 41'323 CHF | 99.53% | 99.53% |
19.11.2024 | 1.24% | 1.61 CHF | 1.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'112 CHF | 40'612 CHF | 99.49% | 99.49% |
18.11.2024 | 1.25% | 1.57 CHF | 1.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'620 CHF | 40'120 CHF | 99.51% | 99.51% |
15.11.2024 | 1.29% | 1.52 CHF | 1.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'506 CHF | 39'006 CHF | 98.94% | 98.94% |
14.11.2024 | 1.23% | 1.59 CHF | 1.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'417 CHF | 40'917 CHF | 99.56% | 99.56% |
13.11.2024 | 1.28% | 1.69 CHF | 1.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'873 CHF | 39'373 CHF | 97.03% | 97.03% |
12.11.2024 | 1.41% | 1.46 CHF | 1.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'326 CHF | 35'826 CHF | 99.55% | 99.55% |
11.11.2024 | 1.41% | 1.40 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'098 CHF | 35'598 CHF | 99.50% | 99.50% |
08.11.2024 | 1.41% | 1.42 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'241 CHF | 35'741 CHF | 99.50% | 99.50% |
07.11.2024 | 1.50% | 1.32 CHF | 1.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'991 CHF | 33'491 CHF | 99.06% | 99.06% |