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 | 1.36% | 1.49 CHF | 1.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'602 CHF | 37'102 CHF | 99.53% | 99.53% |
19.11.2024 | 1.38% | 1.44 CHF | 1.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'895 CHF | 36'395 CHF | 99.49% | 99.49% |
18.11.2024 | 1.40% | 1.40 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'389 CHF | 35'889 CHF | 99.51% | 99.51% |
15.11.2024 | 1.45% | 1.35 CHF | 1.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'265 CHF | 34'765 CHF | 98.94% | 98.94% |
14.11.2024 | 1.37% | 1.42 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'183 CHF | 36'683 CHF | 99.57% | 99.57% |
13.11.2024 | 1.44% | 1.52 CHF | 1.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'636 CHF | 35'136 CHF | 97.03% | 97.03% |
12.11.2024 | 1.60% | 1.29 CHF | 1.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'093 CHF | 31'593 CHF | 99.55% | 99.55% |
11.11.2024 | 1.61% | 1.23 CHF | 1.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'859 CHF | 31'359 CHF | 99.50% | 99.50% |
08.11.2024 | 1.60% | 1.25 CHF | 1.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'994 CHF | 31'494 CHF | 99.50% | 99.50% |
07.11.2024 | 1.73% | 1.15 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'728 CHF | 29'228 CHF | 99.06% | 99.06% |