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 | 1.23% | 0.78 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'187 CHF | 20'437 CHF | 99.97% | 99.97% |
19.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'080 CHF | 19'330 CHF | 99.85% | 99.85% |
18.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'323 CHF | 18'573 CHF | 99.95% | 99.95% |
15.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'322 CHF | 18'572 CHF | 100.00% | 100.00% |
14.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'584 CHF | 18'834 CHF | 99.65% | 99.65% |
13.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'621 CHF | 18'871 CHF | 99.95% | 99.95% |
12.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'315 CHF | 19'565 CHF | 99.81% | 99.81% |
11.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'060 CHF | 20'310 CHF | 99.77% | 99.77% |
08.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'681 CHF | 19'931 CHF | 99.84% | 99.84% |
07.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'728 CHF | 19'978 CHF | 96.73% | 96.73% |