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 | 0.80% | 1.21 CHF | 1.22 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 24'888 CHF | 25'088 CHF | 99.53% | 99.53% |
19.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 23'927 CHF | 24'129 CHF | 99.49% | 99.49% |
18.11.2024 | 0.84% | 1.26 CHF | 1.27 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 23'756 CHF | 23'956 CHF | 99.47% | 99.53% |
15.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 23'077 CHF | 23'277 CHF | 98.86% | 98.86% |
14.11.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 23'041 CHF | 23'241 CHF | 99.53% | 99.53% |
13.11.2024 | 0.90% | 1.06 CHF | 1.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 22'071 CHF | 22'271 CHF | 99.53% | 99.53% |
12.11.2024 | 0.94% | 1.15 CHF | 1.16 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'857 CHF | 19'035 CHF | 99.54% | 99.54% |
11.11.2024 | 0.81% | 1.40 CHF | 1.41 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 27'185 CHF | 27'407 CHF | 99.58% | 99.58% |
08.11.2024 | 0.82% | 1.31 CHF | 1.33 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 26'535 CHF | 26'753 CHF | 99.52% | 99.52% |
07.11.2024 | 0.87% | 1.34 CHF | 1.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'250 CHF | 20'428 CHF | 99.56% | 99.56% |