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 | 1.01% | 1.03 CHF | 1.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'663 CHF | 24'913 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 30'225 CHF | 30'525 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 29'760 CHF | 30'060 CHF | 100.00% | 100.00% |
15.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 28'605 CHF | 28'905 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 28'507 CHF | 28'807 CHF | 100.00% | 100.00% |
13.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'651 CHF | 24'901 CHF | 100.00% | 100.00% |
12.11.2024 | 1.05% | 1.00 CHF | 1.01 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 28'427 CHF | 28'727 CHF | 100.00% | 100.00% |
11.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 27'481 CHF | 27'781 CHF | 100.00% | 100.00% |
08.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 28'515 CHF | 28'815 CHF | 100.00% | 100.00% |
07.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'850 CHF | 24'100 CHF | 100.00% | 100.00% |