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 | 1.37% | 0.74 CHF | 0.75 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 7'267 CHF | 7'367 CHF | 99.97% | 99.97% |
19.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 7'104 CHF | 7'204 CHF | 99.81% | 99.81% |
18.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 6'996 CHF | 7'096 CHF | 99.91% | 99.91% |
15.11.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 6'801 CHF | 6'901 CHF | 100.00% | 100.00% |
14.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 6'537 CHF | 6'637 CHF | 99.60% | 99.60% |
13.11.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 6'918 CHF | 7'018 CHF | 99.93% | 99.93% |
12.11.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 6'434 CHF | 6'534 CHF | 99.81% | 99.81% |
11.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 6'418 CHF | 6'518 CHF | 99.81% | 99.81% |
08.11.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 6'458 CHF | 6'558 CHF | 99.88% | 99.88% |
07.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 6'009 CHF | 6'109 CHF | 99.90% | 99.90% |