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 | 2.01% | 1.04 CHF | 1.06 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'863 CHF | 10'063 CHF | 99.97% | 99.97% |
19.11.2024 | 2.15% | 0.97 CHF | 0.99 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'210 CHF | 9'410 CHF | 99.82% | 99.82% |
18.11.2024 | 2.05% | 0.94 CHF | 0.96 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'666 CHF | 9'866 CHF | 99.95% | 99.95% |
15.11.2024 | 2.03% | 0.96 CHF | 0.98 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'743 CHF | 9'943 CHF | 99.59% | 99.59% |
14.11.2024 | 1.99% | 0.97 CHF | 0.99 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'931 CHF | 10'131 CHF | 99.66% | 99.66% |
13.11.2024 | 1.81% | 1.09 CHF | 1.11 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 10'966 CHF | 11'166 CHF | 99.97% | 99.97% |
12.11.2024 | 2.15% | 0.98 CHF | 1.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'188 CHF | 9'388 CHF | 99.81% | 99.81% |
11.11.2024 | 2.11% | 0.90 CHF | 0.92 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'385 CHF | 9'585 CHF | 99.82% | 99.82% |
08.11.2024 | 1.96% | 0.98 CHF | 1.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 10'082 CHF | 10'282 CHF | 99.88% | 99.88% |
07.11.2024 | 1.88% | 1.03 CHF | 1.05 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 10'571 CHF | 10'771 CHF | 99.85% | 99.85% |