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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'600 CHF | 75'100 CHF | 99.99% | 99.99% |
20.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'051 CHF | 75'551 CHF | 99.44% | 99.44% |
19.11.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'055 CHF | 76'555 CHF | 100.00% | 100.00% |
18.11.2024 | 0.69% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'219 CHF | 72'719 CHF | 99.28% | 99.28% |
15.11.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'806 CHF | 68'306 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'158 CHF | 62'658 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'735 CHF | 67'235 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'526 CHF | 70'026 CHF | 99.80% | 99.80% |
11.11.2024 | 0.62% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'844 CHF | 80'344 CHF | 99.76% | 99.76% |
08.11.2024 | 0.61% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'244 CHF | 82'744 CHF | 99.15% | 99.15% |