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 | 0.53% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'703 CHF | 94'203 CHF | 99.97% | 99.97% |
19.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'144 CHF | 94'644 CHF | 99.85% | 99.85% |
18.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'900 CHF | 92'400 CHF | 99.95% | 99.95% |
15.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'038 CHF | 90'538 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'828 CHF | 92'328 CHF | 99.66% | 99.66% |
13.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'772 CHF | 93'272 CHF | 99.97% | 99.97% |
12.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'718 CHF | 92'218 CHF | 99.83% | 99.83% |
11.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'164 CHF | 87'664 CHF | 99.80% | 99.80% |
08.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'941 CHF | 87'441 CHF | 99.87% | 99.87% |
07.11.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'926 CHF | 81'426 CHF | 99.90% | 99.90% |