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 | 0.63% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'120 CHF | 79'620 CHF | 99.38% | 99.38% |
19.11.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'125 CHF | 81'625 CHF | 99.30% | 99.30% |
18.11.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'872 CHF | 80'372 CHF | 99.31% | 99.31% |
15.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'651 CHF | 80'151 CHF | 99.38% | 99.38% |
14.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'739 CHF | 82'239 CHF | 99.35% | 99.35% |
13.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'153 CHF | 79'653 CHF | 99.36% | 99.36% |
12.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'856 CHF | 80'356 CHF | 99.10% | 99.10% |
11.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'012 CHF | 79'512 CHF | 99.30% | 99.30% |
08.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'632 CHF | 83'132 CHF | 99.39% | 99.39% |
07.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'134 CHF | 85'634 CHF | 99.28% | 99.28% |