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 | 1.25% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'907 CHF | 40'407 CHF | 99.38% | 99.38% |
19.11.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'797 CHF | 38'297 CHF | 99.29% | 99.29% |
18.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'460 CHF | 39'960 CHF | 99.30% | 99.30% |
15.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'995 CHF | 40'495 CHF | 99.38% | 99.38% |
14.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'787 CHF | 38'287 CHF | 99.35% | 99.35% |
13.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'408 CHF | 40'908 CHF | 99.37% | 99.37% |
12.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'663 CHF | 40'163 CHF | 99.09% | 99.09% |
11.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'694 CHF | 41'194 CHF | 99.29% | 99.29% |
08.11.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'366 CHF | 37'866 CHF | 99.39% | 99.39% |
07.11.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'365 CHF | 35'865 CHF | 99.28% | 99.28% |