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 | 1.49% | 1.37 CHF | 1.39 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'374 CHF | 13'574 CHF | 99.97% | 99.97% |
19.11.2024 | 1.49% | 1.32 CHF | 1.34 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'319 CHF | 13'519 CHF | 99.80% | 99.80% |
18.11.2024 | 1.54% | 1.29 CHF | 1.31 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'901 CHF | 13'101 CHF | 99.93% | 99.93% |
15.11.2024 | 1.61% | 1.25 CHF | 1.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'338 CHF | 12'538 CHF | 100.00% | 100.00% |
14.11.2024 | 1.63% | 1.23 CHF | 1.25 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'177 CHF | 12'377 CHF | 99.84% | 99.84% |
13.11.2024 | 1.62% | 1.23 CHF | 1.25 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'282 CHF | 12'482 CHF | 99.96% | 99.96% |
12.11.2024 | 1.66% | 1.22 CHF | 1.24 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'952 CHF | 12'152 CHF | 99.77% | 99.77% |
11.11.2024 | 1.73% | 1.15 CHF | 1.17 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'448 CHF | 11'648 CHF | 99.77% | 99.77% |
08.11.2024 | 1.71% | 1.17 CHF | 1.19 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'619 CHF | 11'819 CHF | 99.84% | 99.84% |
07.11.2024 | 1.73% | 1.14 CHF | 1.16 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'437 CHF | 11'637 CHF | 99.91% | 99.91% |