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 | 0.69% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'109 CHF | 72'609 CHF | 99.39% | 99.39% |
19.11.2024 | 0.74% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'282 CHF | 67'782 CHF | 99.28% | 99.28% |
18.11.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'219 CHF | 76'719 CHF | 99.29% | 99.29% |
15.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'704 CHF | 79'204 CHF | 99.37% | 99.37% |
14.11.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'472 CHF | 69'972 CHF | 99.39% | 99.39% |
13.11.2024 | 0.70% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'861 CHF | 71'361 CHF | 99.38% | 99.38% |
12.11.2024 | 0.66% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 49'999 | 50'000 | 75'482 CHF | 75'983 CHF | 99.10% | 99.10% |
11.11.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'231 CHF | 76'731 CHF | 99.31% | 99.31% |
08.11.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'516 CHF | 77'016 CHF | 99.38% | 99.38% |
07.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'218 CHF | 74'718 CHF | 99.25% | 99.25% |