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 | 1.23% | 0.81 CHF | 0.82 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'321 CHF | 48'921 CHF | 99.52% | 99.52% |
19.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 49'267 CHF | 49'867 CHF | 99.43% | 99.48% |
18.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 50'006 CHF | 50'606 CHF | 99.51% | 99.51% |
15.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 51'008 CHF | 51'608 CHF | 98.86% | 98.86% |
14.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 51'187 CHF | 51'787 CHF | 99.52% | 99.52% |
13.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 52'483 CHF | 53'083 CHF | 99.51% | 99.53% |
12.11.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 49'541 CHF | 50'141 CHF | 99.54% | 99.54% |
11.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 47'954 CHF | 48'554 CHF | 99.55% | 99.55% |
08.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'781 CHF | 49'381 CHF | 99.51% | 99.51% |
07.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'723 CHF | 49'323 CHF | 99.56% | 99.56% |