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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'813 CHF | 54'313 CHF | 100.00% | 100.00% |
20.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'249 CHF | 55'749 CHF | 99.97% | 99.97% |
19.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'955 CHF | 57'455 CHF | 99.92% | 99.92% |
18.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'718 CHF | 57'218 CHF | 99.91% | 99.91% |
15.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'232 CHF | 56'732 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'227 CHF | 56'727 CHF | 99.68% | 99.68% |
13.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'345 CHF | 56'845 CHF | 99.94% | 99.94% |
12.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'441 CHF | 56'941 CHF | 99.82% | 99.82% |
11.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'914 CHF | 55'414 CHF | 99.80% | 99.80% |
08.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'271 CHF | 55'771 CHF | 99.89% | 99.89% |