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 | 0.57% | 1.73 CHF | 1.74 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 69'919 CHF | 70'319 CHF | 99.73% | 99.73% |
19.11.2024 | 0.55% | 1.74 CHF | 1.75 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 71'956 CHF | 72'356 CHF | 99.85% | 99.85% |
18.11.2024 | 0.57% | 1.86 CHF | 1.87 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 69'823 CHF | 70'223 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 69'581 CHF | 69'981 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 71'848 CHF | 72'248 CHF | 100.00% | 100.00% |
13.11.2024 | 0.59% | 1.94 CHF | 1.95 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 67'836 CHF | 68'236 CHF | 99.95% | 99.95% |
12.11.2024 | 0.45% | 1.92 CHF | 1.93 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 89'093 CHF | 89'493 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 95'131 CHF | 95'531 CHF | 99.66% | 99.66% |
08.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 90'478 CHF | 90'878 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 91'915 CHF | 92'315 CHF | 99.70% | 99.70% |