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 | 0.65% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'609 CHF | 77'109 CHF | 99.97% | 99.97% |
19.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'985 CHF | 78'485 CHF | 98.05% | 98.05% |
18.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'315 CHF | 77'815 CHF | 99.91% | 99.91% |
15.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'429 CHF | 74'929 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'453 CHF | 74'953 CHF | 99.64% | 99.64% |
13.11.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'706 CHF | 72'206 CHF | 99.95% | 99.95% |
12.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'723 CHF | 70'223 CHF | 99.84% | 99.84% |
11.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'136 CHF | 67'636 CHF | 99.81% | 99.81% |
08.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'998 CHF | 66'498 CHF | 99.89% | 99.89% |
07.11.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'264 CHF | 61'764 CHF | 99.90% | 99.90% |