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 | 0.91% | 1.15 CHF | 1.16 CHF | 50'000 | 10'000 | 50'000 | 10'000 | 54'902 CHF | 11'080 CHF | 99.57% | 99.57% |
19.11.2024 | 0.85% | 1.10 CHF | 1.11 CHF | 50'000 | 10'000 | 49'993 | 10'000 | 58'403 CHF | 11'782 CHF | 99.49% | 99.49% |
18.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50'000 | 10'000 | 50'197 | 10'000 | 52'576 CHF | 10'576 CHF | 99.48% | 99.48% |
15.11.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 50'000 | 10'000 | 51'620 | 10'000 | 52'823 CHF | 10'344 CHF | 99.50% | 99.50% |
14.11.2024 | 1.70% | 1.13 CHF | 1.15 CHF | 50'000 | 10'000 | 50'000 | 10'000 | 58'190 CHF | 11'838 CHF | 99.57% | 99.57% |
13.11.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 50'000 | 10'000 | 50'000 | 10'000 | 57'659 CHF | 11'632 CHF | 97.47% | 97.47% |
12.11.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 50'000 | 10'000 | 50'000 | 10'000 | 54'141 CHF | 10'928 CHF | 99.52% | 99.52% |
11.11.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 50'000 | 10'000 | 50'000 | 10'000 | 53'903 CHF | 10'881 CHF | 99.49% | 99.49% |
08.11.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 50'000 | 10'000 | 50'000 | 10'000 | 54'237 CHF | 10'947 CHF | 99.50% | 99.50% |
07.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50'000 | 10'000 | 50'000 | 10'000 | 56'562 CHF | 11'412 CHF | 99.51% | 99.51% |