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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.11.2024 | 2.23% | 1.38 CHF | 1.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'994 CHF | 20'444 CHF | 99.81% | 99.81% |
11.11.2024 | 2.45% | 1.28 CHF | 1.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'188 CHF | 18'638 CHF | 99.81% | 99.81% |
08.11.2024 | 2.29% | 1.28 CHF | 1.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'393 CHF | 19'843 CHF | 99.88% | 99.88% |
07.11.2024 | 2.25% | 1.33 CHF | 1.36 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'769 CHF | 20'219 CHF | 99.90% | 99.90% |
06.11.2024 | 2.41% | 1.34 CHF | 1.37 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'510 CHF | 18'960 CHF | 100.00% | 100.00% |
05.11.2024 | 2.30% | 1.27 CHF | 1.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'328 CHF | 19'778 CHF | 99.94% | 99.94% |
04.11.2024 | 2.34% | 1.27 CHF | 1.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'006 CHF | 19'456 CHF | 100.00% | 100.00% |
01.11.2024 | 2.27% | 1.27 CHF | 1.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'609 CHF | 20'059 CHF | 95.80% | 95.80% |
31.10.2024 | 2.21% | 1.35 CHF | 1.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'118 CHF | 20'568 CHF | 99.09% | 99.09% |
30.10.2024 | 2.35% | 1.29 CHF | 1.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'887 CHF | 19'337 CHF | 99.46% | 99.46% |