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 | 1.01% | 0.96 CHF | 0.97 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 29'615 CHF | 29'915 CHF | 99.49% | 99.49% |
19.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 28'086 CHF | 28'386 CHF | 97.56% | 97.56% |
18.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 30'322 CHF | 30'622 CHF | 99.40% | 99.40% |
15.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 29'725 CHF | 30'025 CHF | 98.86% | 98.86% |
14.11.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 28'380 CHF | 28'680 CHF | 99.50% | 99.50% |
13.11.2024 | 1.08% | 0.86 CHF | 0.87 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 27'640 CHF | 27'940 CHF | 95.38% | 95.38% |
12.11.2024 | 1.02% | 0.93 CHF | 0.94 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 29'382 CHF | 29'682 CHF | 99.57% | 99.57% |
11.11.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 29'057 CHF | 29'357 CHF | 94.73% | 94.73% |
08.11.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 26'920 CHF | 27'220 CHF | 91.97% | 91.97% |
07.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 31'125 CHF | 31'425 CHF | 99.54% | 99.54% |