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 | 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% |
06.11.2024 | 2.73% | 0.98 CHF | 1.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'313 CHF | 16'763 CHF | 100.00% | 100.00% |
05.11.2024 | 2.86% | 1.05 CHF | 1.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'494 CHF | 15'944 CHF | 99.94% | 99.94% |
04.11.2024 | 2.79% | 1.05 CHF | 1.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'880 CHF | 16'330 CHF | 100.00% | 100.00% |
01.11.2024 | 2.89% | 1.06 CHF | 1.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'328 CHF | 15'778 CHF | 95.83% | 95.83% |
31.10.2024 | 2.99% | 0.98 CHF | 1.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'832 CHF | 15'282 CHF | 99.08% | 99.08% |
30.10.2024 | 2.76% | 1.04 CHF | 1.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'080 CHF | 16'530 CHF | 99.46% | 99.46% |