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 | 0.84% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'124 CHF | 59'624 CHF | 99.96% | 99.96% |
19.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'928 CHF | 60'428 CHF | 99.81% | 99.81% |
18.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'490 CHF | 60'990 CHF | 99.92% | 99.92% |
15.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'129 CHF | 60'629 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'959 CHF | 61'459 CHF | 99.54% | 99.54% |
13.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'180 CHF | 62'680 CHF | 99.97% | 99.97% |
12.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'055 CHF | 59'555 CHF | 99.83% | 99.83% |
11.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'709 CHF | 56'209 CHF | 99.82% | 99.82% |
08.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'265 CHF | 56'765 CHF | 99.81% | 99.81% |
07.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'993 CHF | 56'493 CHF | 99.89% | 99.89% |