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 | 0.18% | 1.10 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'067 CHF | 28'117 CHF | 100.00% | 100.00% |
19.11.2024 | 0.18% | 1.13 CHF | 1.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'407 CHF | 28'457 CHF | 100.00% | 100.00% |
18.11.2024 | 0.18% | 1.17 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'200 CHF | 28'250 CHF | 99.77% | 99.77% |
15.11.2024 | 0.18% | 1.13 CHF | 1.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'005 CHF | 28'055 CHF | 100.00% | 100.00% |
14.11.2024 | 0.19% | 1.10 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'763 CHF | 53'863 CHF | 95.91% | 95.91% |
13.11.2024 | 0.20% | 0.99 CHF | 0.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'953 CHF | 49'053 CHF | 97.71% | 97.71% |
12.11.2024 | 0.19% | 0.97 CHF | 0.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'040 CHF | 26'090 CHF | 98.70% | 98.70% |
11.11.2024 | 0.18% | 1.08 CHF | 1.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'852 CHF | 27'902 CHF | 95.92% | 95.92% |
08.11.2024 | 0.18% | 1.10 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'542 CHF | 28'592 CHF | 84.64% | 84.64% |
07.11.2024 | 0.17% | 1.20 CHF | 1.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'043 CHF | 30'093 CHF | 100.00% | 100.00% |