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 | 0.59% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'855 CHF | 85'355 CHF | 99.73% | 99.73% |
19.11.2024 | 0.61% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 49'992 | 50'000 | 81'673 CHF | 82'186 CHF | 97.49% | 97.49% |
18.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'719 CHF | 74'219 CHF | 100.00% | 100.00% |
15.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'790 CHF | 73'290 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'296 CHF | 70'796 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'222 CHF | 73'722 CHF | 99.94% | 99.94% |
12.11.2024 | 0.77% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'848 CHF | 65'348 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'037 CHF | 60'537 CHF | 99.66% | 99.66% |
08.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'003 CHF | 65'503 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'439 CHF | 63'939 CHF | 99.70% | 99.70% |