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 | 1.24% | 0.79 CHF | 0.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'003 CHF | 20'253 CHF | 99.73% | 99.73% |
19.11.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 24'996 | 19'626 CHF | 19'873 CHF | 99.89% | 99.89% |
18.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'932 CHF | 20'182 CHF | 100.00% | 100.00% |
15.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'217 CHF | 21'467 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 25'000 | 25'000 | 25'000 | 24'978 | 22'214 CHF | 22'444 CHF | 100.00% | 100.00% |
13.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'476 CHF | 21'726 CHF | 99.93% | 99.93% |
12.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 24'996 | 22'813 CHF | 23'059 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'835 CHF | 24'085 CHF | 99.66% | 99.66% |
08.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'690 CHF | 23'940 CHF | 100.00% | 100.00% |
07.11.2024 | 1.02% | 0.94 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'345 CHF | 24'595 CHF | 99.70% | 99.70% |