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 | 0.58% | 1.65 CHF | 1.66 CHF | 40'000 | 20'000 | 30'488 | 20'000 | 52'073 CHF | 34'376 CHF | 99.99% | 99.99% |
19.11.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 30'000 | 10'000 | 30'015 | 10'000 | 52'300 CHF | 17'525 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 1.82 CHF | 1.83 CHF | 30'000 | 20'000 | 30'613 | 20'000 | 52'718 CHF | 34'668 CHF | 99.77% | 99.77% |
15.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 30'000 | 20'000 | 31'154 | 20'000 | 52'995 CHF | 34'263 CHF | 99.99% | 99.99% |
14.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 40'000 | 20'000 | 39'969 | 20'000 | 64'113 CHF | 32'283 CHF | 95.92% | 95.92% |
13.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 56'394 CHF | 28'397 CHF | 97.42% | 97.42% |
12.11.2024 | 0.64% | 1.39 CHF | 1.40 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 62'083 CHF | 31'241 CHF | 98.70% | 98.70% |
11.11.2024 | 0.58% | 1.64 CHF | 1.65 CHF | 40'000 | 20'000 | 30'322 | 20'000 | 52'007 CHF | 34'517 CHF | 95.92% | 95.92% |
08.11.2024 | 0.56% | 1.69 CHF | 1.70 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 53'591 CHF | 17'964 CHF | 84.64% | 84.64% |
07.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 57'909 CHF | 38'806 CHF | 99.99% | 99.99% |