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 | 0.60% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'442 CHF | 82'942 CHF | 99.97% | 99.97% |
19.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'194 CHF | 79'694 CHF | 99.80% | 99.80% |
18.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'313 CHF | 80'813 CHF | 99.89% | 99.89% |
15.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'355 CHF | 81'855 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'855 CHF | 84'355 CHF | 99.66% | 99.66% |
13.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'640 CHF | 83'140 CHF | 99.96% | 99.96% |
12.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'201 CHF | 82'701 CHF | 99.79% | 99.79% |
11.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'483 CHF | 84'983 CHF | 99.78% | 99.78% |
08.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'654 CHF | 82'154 CHF | 99.88% | 99.88% |
07.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'523 CHF | 82'023 CHF | 99.90% | 99.90% |