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% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'281 CHF | 40'781 CHF | 99.53% | 99.53% |
19.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'694 CHF | 40'194 CHF | 99.50% | 99.55% |
18.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'940 CHF | 41'440 CHF | 99.50% | 99.50% |
15.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'318 CHF | 39'818 CHF | 98.85% | 98.85% |
14.11.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'297 CHF | 39'797 CHF | 99.50% | 99.50% |
13.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'857 CHF | 38'357 CHF | 99.51% | 99.51% |
12.11.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 44'148 CHF | 44'748 CHF | 99.54% | 99.58% |
11.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'144 CHF | 42'744 CHF | 99.49% | 99.49% |
08.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 43'648 CHF | 44'248 CHF | 99.50% | 99.50% |
07.11.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'321 CHF | 42'921 CHF | 99.56% | 99.56% |