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 | 0.83% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 119'633 CHF | 120'633 CHF | 99.39% | 99.39% |
19.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'556 CHF | 58'056 CHF | 99.31% | 99.31% |
18.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'069 CHF | 56'569 CHF | 99.30% | 99.30% |
15.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'039 CHF | 56'539 CHF | 99.39% | 99.39% |
14.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'369 CHF | 56'869 CHF | 99.35% | 99.35% |
13.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'495 CHF | 54'995 CHF | 99.39% | 99.39% |
12.11.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'105 CHF | 63'605 CHF | 99.10% | 99.10% |
11.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'750 CHF | 62'250 CHF | 99.29% | 99.29% |
08.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'436 CHF | 64'936 CHF | 99.39% | 99.39% |
07.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'953 CHF | 65'453 CHF | 99.29% | 99.29% |