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 | 0.70% | 1.36 CHF | 1.37 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 114'579 CHF | 115'379 CHF | 99.37% | 99.37% |
19.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 114'773 CHF | 115'573 CHF | 99.28% | 99.28% |
18.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'870 CHF | 154'870 CHF | 99.28% | 99.28% |
15.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 150'428 CHF | 151'428 CHF | 99.38% | 99.38% |
14.11.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 140'041 CHF | 141'041 CHF | 99.37% | 99.37% |
13.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'701 CHF | 132'701 CHF | 99.39% | 99.39% |
12.11.2024 | 0.68% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 147'237 CHF | 148'237 CHF | 99.08% | 99.08% |
11.11.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 145'436 CHF | 146'436 CHF | 99.27% | 99.27% |
08.11.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 144'657 CHF | 145'657 CHF | 99.39% | 99.39% |
07.11.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'738 CHF | 158'738 CHF | 99.29% | 99.29% |