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 | 0.72% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'736 CHF | 69'236 CHF | 99.97% | 99.97% |
19.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'322 CHF | 69'822 CHF | 99.83% | 99.83% |
18.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'210 CHF | 69'710 CHF | 99.95% | 99.95% |
15.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'238 CHF | 69'738 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'968 CHF | 70'468 CHF | 99.66% | 99.66% |
13.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'507 CHF | 71'007 CHF | 99.95% | 99.95% |
12.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'254 CHF | 70'754 CHF | 99.83% | 99.83% |
11.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'008 CHF | 69'508 CHF | 99.78% | 99.78% |
08.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'662 CHF | 71'162 CHF | 99.86% | 99.86% |
07.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'425 CHF | 69'925 CHF | 99.89% | 99.89% |