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% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'902 CHF | 55'402 CHF | 99.97% | 99.97% |
19.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'289 CHF | 55'789 CHF | 99.85% | 99.85% |
18.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'083 CHF | 53'583 CHF | 99.95% | 99.95% |
15.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'138 CHF | 51'638 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'950 CHF | 53'450 CHF | 99.66% | 99.66% |
13.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'854 CHF | 54'354 CHF | 99.97% | 99.97% |
12.11.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'745 CHF | 53'245 CHF | 99.83% | 99.83% |
11.11.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'377 CHF | 48'877 CHF | 99.83% | 99.83% |
08.11.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'034 CHF | 48'534 CHF | 99.86% | 99.86% |
07.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'045 CHF | 42'545 CHF | 99.90% | 99.90% |