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 | 1.10% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'240 CHF | 45'740 CHF | 99.38% | 99.38% |
19.11.2024 | 1.14% | 0.92 CHF | 0.93 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 30'520 CHF | 30'870 CHF | 99.25% | 99.25% |
18.11.2024 | 1.09% | 0.88 CHF | 0.89 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 32'087 CHF | 32'437 CHF | 99.31% | 99.31% |
15.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 36'372 CHF | 36'722 CHF | 99.39% | 99.39% |
14.11.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 35'126 CHF | 35'476 CHF | 99.38% | 99.38% |
13.11.2024 | 1.00% | 0.96 CHF | 0.97 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 35'016 CHF | 35'366 CHF | 99.39% | 99.39% |
12.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 36'778 CHF | 37'128 CHF | 99.06% | 99.06% |
11.11.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 40'847 CHF | 41'197 CHF | 99.28% | 99.28% |
08.11.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 39'092 CHF | 39'442 CHF | 99.39% | 99.39% |
07.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 34'237 CHF | 34'587 CHF | 99.27% | 99.27% |