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 | 1.01% | 0.97 CHF | 0.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'586 CHF | 24'836 CHF | 99.97% | 99.97% |
19.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'919 CHF | 24'169 CHF | 99.83% | 99.83% |
18.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'117 CHF | 25'367 CHF | 99.95% | 99.95% |
15.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'157 CHF | 25'407 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'542 CHF | 24'792 CHF | 99.66% | 99.66% |
13.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'061 CHF | 24'311 CHF | 99.95% | 99.95% |
12.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'979 CHF | 24'229 CHF | 99.83% | 99.83% |
11.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'179 CHF | 26'429 CHF | 99.82% | 99.82% |
08.11.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'926 CHF | 25'176 CHF | 99.86% | 99.86% |
07.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'736 CHF | 24'986 CHF | 99.91% | 99.91% |