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 | 3.08% | 0.90 CHF | 0.93 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'423 CHF | 14'873 CHF | 99.98% | 99.98% |
19.11.2024 | 3.28% | 0.91 CHF | 0.94 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 13'516 CHF | 13'966 CHF | 99.82% | 99.82% |
18.11.2024 | 3.28% | 0.92 CHF | 0.95 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 13'488 CHF | 13'938 CHF | 99.90% | 99.90% |
15.11.2024 | 3.04% | 0.95 CHF | 0.98 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'557 CHF | 15'007 CHF | 100.00% | 100.00% |
14.11.2024 | 2.93% | 1.03 CHF | 1.06 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'125 CHF | 15'575 CHF | 99.66% | 99.66% |
13.11.2024 | 3.25% | 0.95 CHF | 0.98 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 13'632 CHF | 14'082 CHF | 99.94% | 99.94% |
12.11.2024 | 3.01% | 0.94 CHF | 0.97 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'734 CHF | 15'184 CHF | 99.81% | 99.81% |
11.11.2024 | 2.68% | 1.04 CHF | 1.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'603 CHF | 17'053 CHF | 99.85% | 99.85% |
08.11.2024 | 2.88% | 1.04 CHF | 1.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'408 CHF | 15'858 CHF | 99.88% | 99.88% |
07.11.2024 | 2.94% | 1.00 CHF | 1.03 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'067 CHF | 15'517 CHF | 99.91% | 99.91% |