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 | 1.80% | 1.12 CHF | 1.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'483 CHF | 27'983 CHF | 99.53% | 99.53% |
19.11.2024 | 1.85% | 1.08 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'784 CHF | 27'284 CHF | 99.49% | 99.49% |
18.11.2024 | 1.89% | 1.03 CHF | 1.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'249 CHF | 26'749 CHF | 99.51% | 99.51% |
15.11.2024 | 1.97% | 0.99 CHF | 1.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'106 CHF | 25'606 CHF | 98.94% | 98.94% |
14.11.2024 | 1.83% | 1.05 CHF | 1.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'036 CHF | 27'536 CHF | 99.57% | 99.57% |
13.11.2024 | 1.95% | 1.15 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'485 CHF | 25'985 CHF | 97.03% | 97.03% |
12.11.2024 | 2.25% | 0.92 CHF | 0.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'949 CHF | 22'449 CHF | 99.55% | 99.55% |
11.11.2024 | 2.28% | 0.86 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'702 CHF | 22'202 CHF | 99.50% | 99.50% |
08.11.2024 | 2.27% | 0.88 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'819 CHF | 22'319 CHF | 99.50% | 99.50% |
07.11.2024 | 2.53% | 0.78 CHF | 0.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'515 CHF | 20'015 CHF | 98.82% | 98.82% |