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 | 0.78% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'765 CHF | 64'265 CHF | 99.39% | 99.39% |
19.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'778 CHF | 66'278 CHF | 99.29% | 99.29% |
18.11.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'472 CHF | 64'972 CHF | 99.30% | 99.30% |
15.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'243 CHF | 64'743 CHF | 99.39% | 99.39% |
14.11.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'297 CHF | 66'797 CHF | 99.35% | 99.35% |
13.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'722 CHF | 64'222 CHF | 99.39% | 99.39% |
12.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'437 CHF | 64'937 CHF | 99.10% | 99.10% |
11.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'590 CHF | 64'090 CHF | 99.30% | 99.30% |
08.11.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'171 CHF | 67'671 CHF | 99.39% | 99.39% |
07.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'604 CHF | 70'104 CHF | 99.30% | 99.30% |