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 | 0.61% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'389 CHF | 81'889 CHF | 99.73% | 99.73% |
19.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'731 CHF | 80'231 CHF | 99.86% | 99.86% |
18.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'694 CHF | 82'194 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'927 CHF | 85'427 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'295 CHF | 83'795 CHF | 100.00% | 100.00% |
13.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'961 CHF | 80'461 CHF | 99.94% | 99.94% |
12.11.2024 | 0.58% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'532 CHF | 86'032 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'353 CHF | 85'853 CHF | 99.65% | 99.65% |
08.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'587 CHF | 82'087 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'221 CHF | 83'721 CHF | 99.70% | 99.70% |