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 | 1.08% | 0.94 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'063 CHF | 23'313 CHF | 99.97% | 99.97% |
19.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'344 CHF | 23'594 CHF | 99.80% | 99.80% |
18.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'073 CHF | 23'323 CHF | 99.91% | 99.91% |
15.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'681 CHF | 21'931 CHF | 100.00% | 100.00% |
14.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'068 CHF | 21'318 CHF | 99.52% | 99.52% |
13.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'812 CHF | 21'062 CHF | 99.95% | 99.95% |
12.11.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'924 CHF | 19'174 CHF | 99.79% | 99.79% |
11.11.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 25'000 | 25'000 | 45'503 | 45'503 | 32'420 CHF | 32'875 CHF | 99.81% | 99.81% |
08.11.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 25'000 | 25'000 | 36'603 | 36'603 | 26'353 CHF | 26'719 CHF | 99.80% | 99.80% |
07.11.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'048 CHF | 33'548 CHF | 99.88% | 99.88% |