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 | 0.56% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'285 CHF | 89'785 CHF | 99.96% | 99.96% |
19.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'631 CHF | 91'131 CHF | 98.47% | 98.47% |
18.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'963 CHF | 90'463 CHF | 99.91% | 99.91% |
15.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'156 CHF | 87'656 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'134 CHF | 87'634 CHF | 99.64% | 99.64% |
13.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'343 CHF | 84'843 CHF | 99.95% | 99.95% |
12.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'408 CHF | 82'908 CHF | 99.84% | 99.84% |
11.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'851 CHF | 80'351 CHF | 99.81% | 99.81% |
08.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'679 CHF | 79'179 CHF | 99.89% | 99.89% |
07.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'957 CHF | 74'457 CHF | 99.90% | 99.90% |