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 | 0.98% | 1.05 CHF | 1.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'453 CHF | 25'703 CHF | 99.96% | 99.96% |
19.11.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'802 CHF | 26'052 CHF | 99.79% | 99.79% |
18.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'163 CHF | 25'413 CHF | 98.36% | 98.36% |
15.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'354 CHF | 24'604 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'375 CHF | 25'625 CHF | 99.54% | 99.54% |
13.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'804 CHF | 27'054 CHF | 99.95% | 99.95% |
12.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'970 CHF | 26'220 CHF | 99.81% | 99.81% |
11.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'823 CHF | 25'073 CHF | 99.81% | 99.81% |
08.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'153 CHF | 25'403 CHF | 99.85% | 99.85% |
07.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'119 CHF | 24'369 CHF | 99.89% | 99.89% |