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 | 0.73% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'445 CHF | 89'095 CHF | 99.64% | 99.64% |
19.11.2024 | 0.87% | 1.56 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'004 CHF | 77'680 CHF | 96.67% | 96.67% |
18.11.2024 | 1.00% | 1.59 CHF | 1.61 CHF | 50'000 | 50'000 | 47'794 | 44'486 | 74'867 CHF | 70'307 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 1.58 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'815 CHF | 81'479 CHF | 97.65% | 97.65% |
14.11.2024 | 0.80% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'189 CHF | 83'861 CHF | 99.42% | 99.42% |
13.11.2024 | 0.80% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 49'548 | 49'435 | 85'022 CHF | 85'506 CHF | 98.22% | 98.22% |
12.11.2024 | 0.79% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'609 CHF | 91'325 CHF | 99.54% | 99.54% |
11.11.2024 | 1.18% | 1.90 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'032 CHF | 96'162 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 1.79 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'286 CHF | 88'975 CHF | 96.69% | 96.69% |
07.11.2024 | 0.79% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 48'961 | 48'702 | 87'831 CHF | 88'065 CHF | 99.02% | 99.02% |