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 | 0.90% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'201 CHF | 55'701 CHF | 99.96% | 99.96% |
19.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'834 CHF | 56'334 CHF | 99.79% | 99.79% |
18.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'623 CHF | 55'123 CHF | 99.95% | 99.95% |
15.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'990 CHF | 53'490 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'069 CHF | 53'569 CHF | 99.49% | 99.49% |
13.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'468 CHF | 46'968 CHF | 99.95% | 99.95% |
12.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'371 CHF | 45'871 CHF | 99.82% | 99.82% |
11.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'483 CHF | 43'983 CHF | 99.82% | 99.82% |
08.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'794 CHF | 44'294 CHF | 99.87% | 99.87% |
07.11.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'551 CHF | 40'051 CHF | 99.60% | 99.60% |