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 | 0.74% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'141 CHF | 67'641 CHF | 99.98% | 99.98% |
19.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'485 CHF | 68'985 CHF | 98.05% | 98.05% |
18.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'862 CHF | 68'362 CHF | 99.91% | 99.91% |
15.11.2024 | 0.77% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'046 CHF | 65'546 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'040 CHF | 65'540 CHF | 99.64% | 99.64% |
13.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'247 CHF | 62'747 CHF | 99.95% | 99.95% |
12.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'271 CHF | 60'771 CHF | 99.82% | 99.82% |
11.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'666 CHF | 58'166 CHF | 99.80% | 99.80% |
08.11.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'562 CHF | 57'062 CHF | 99.89% | 99.89% |
07.11.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'795 CHF | 52'295 CHF | 99.90% | 99.90% |