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 | 0.66% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'077 CHF | 75'577 CHF | 99.38% | 99.38% |
19.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'162 CHF | 76'662 CHF | 99.29% | 99.29% |
18.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'880 CHF | 73'380 CHF | 99.31% | 99.31% |
15.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'548 CHF | 74'048 CHF | 99.39% | 99.39% |
14.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'544 CHF | 82'044 CHF | 99.39% | 99.39% |
13.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'072 CHF | 82'572 CHF | 99.39% | 99.39% |
12.11.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'977 CHF | 81'477 CHF | 99.07% | 99.07% |
11.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'035 CHF | 80'535 CHF | 91.09% | 91.09% |
08.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'845 CHF | 85'345 CHF | 99.38% | 99.38% |
07.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'843 CHF | 86'343 CHF | 99.27% | 99.27% |