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 | 1.14% | 0.81 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'829 CHF | 22'079 CHF | 99.96% | 99.96% |
19.11.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'072 CHF | 22'322 CHF | 99.85% | 99.85% |
18.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'965 CHF | 21'215 CHF | 99.88% | 99.88% |
15.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'531 CHF | 19'781 CHF | 100.00% | 100.00% |
14.11.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'046 CHF | 20'296 CHF | 99.53% | 99.53% |
13.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'637 CHF | 19'887 CHF | 99.96% | 99.96% |
12.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'666 CHF | 22'916 CHF | 99.78% | 99.78% |
11.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'728 CHF | 25'978 CHF | 99.82% | 99.82% |
08.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'029 CHF | 26'279 CHF | 99.81% | 99.81% |
07.11.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'068 CHF | 27'318 CHF | 99.90% | 99.90% |