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 | 1.21% | 0.87 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'528 CHF | 20'778 CHF | 99.95% | 99.95% |
19.11.2024 | 1.48% | 0.75 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'870 CHF | 17'120 CHF | 99.77% | 99.77% |
18.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'691 CHF | 19'941 CHF | 99.91% | 99.91% |
15.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'589 CHF | 21'839 CHF | 100.00% | 100.00% |
14.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'497 CHF | 20'747 CHF | 99.53% | 99.53% |
13.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'258 CHF | 15'508 CHF | 99.96% | 99.96% |
12.11.2024 | 1.42% | 0.65 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'492 CHF | 17'742 CHF | 99.77% | 99.77% |
11.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'209 CHF | 18'459 CHF | 99.79% | 99.79% |
08.11.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'668 CHF | 15'918 CHF | 99.89% | 99.89% |
07.11.2024 | 1.46% | 0.62 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'087 CHF | 17'337 CHF | 99.92% | 99.92% |