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 | 0.85% | 1.32 CHF | 1.33 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 36'220 CHF | 36'530 CHF | 99.56% | 99.56% |
19.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 34'644 CHF | 34'946 CHF | 99.57% | 99.57% |
18.11.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 34'666 CHF | 34'966 CHF | 99.57% | 99.57% |
15.11.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 32'232 CHF | 32'532 CHF | 98.92% | 98.92% |
14.11.2024 | 0.90% | 1.02 CHF | 1.03 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 33'846 CHF | 34'148 CHF | 98.65% | 98.65% |
13.11.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 78'711 CHF | 79'411 CHF | 99.05% | 99.05% |
12.11.2024 | 1.02% | 1.08 CHF | 1.09 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 68'078 CHF | 68'778 CHF | 97.02% | 97.02% |
11.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 33'532 CHF | 34'132 CHF | 99.52% | 99.52% |
08.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 43'513 CHF | 44'213 CHF | 99.53% | 99.53% |
07.11.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 33'624 CHF | 34'224 CHF | 99.58% | 99.58% |