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 | 1.65% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'078 CHF | 30'578 CHF | 99.39% | 99.39% |
19.11.2024 | 1.74% | 0.62 CHF | 0.63 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 19'925 CHF | 20'275 CHF | 99.25% | 99.25% |
18.11.2024 | 1.62% | 0.58 CHF | 0.59 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 21'456 CHF | 21'806 CHF | 99.31% | 99.31% |
15.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 25'716 CHF | 26'066 CHF | 99.39% | 99.39% |
14.11.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 24'492 CHF | 24'842 CHF | 99.35% | 99.35% |
13.11.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 24'376 CHF | 24'726 CHF | 99.36% | 99.36% |
12.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 26'168 CHF | 26'518 CHF | 99.07% | 99.07% |
11.11.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 30'214 CHF | 30'564 CHF | 99.29% | 99.29% |
08.11.2024 | 1.23% | 0.86 CHF | 0.87 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 28'433 CHF | 28'783 CHF | 99.39% | 99.39% |
07.11.2024 | 1.48% | 0.70 CHF | 0.71 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 23'532 CHF | 23'882 CHF | 99.27% | 99.27% |