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 | 1.29% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'630 CHF | 39'130 CHF | 99.39% | 99.39% |
19.11.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'048 CHF | 43'548 CHF | 99.29% | 99.29% |
18.11.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'506 CHF | 47'006 CHF | 99.30% | 99.30% |
15.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'131 CHF | 47'631 CHF | 99.39% | 99.39% |
14.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'248 CHF | 46'748 CHF | 99.35% | 99.35% |
13.11.2024 | 0.99% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'173 CHF | 50'673 CHF | 99.39% | 99.39% |
12.11.2024 | 1.51% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'853 CHF | 33'353 CHF | 99.10% | 99.10% |
11.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'794 CHF | 36'294 CHF | 99.23% | 99.23% |
08.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'165 CHF | 31'665 CHF | 99.39% | 99.39% |
07.11.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'788 CHF | 31'288 CHF | 99.28% | 99.28% |