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 | 0.55% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'286 CHF | 91'786 CHF | 99.38% | 99.38% |
19.11.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 62'720 CHF | 63'070 CHF | 99.24% | 99.24% |
18.11.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 64'383 CHF | 64'733 CHF | 99.30% | 99.30% |
15.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 68'714 CHF | 69'064 CHF | 99.39% | 99.39% |
14.11.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 67'422 CHF | 67'772 CHF | 99.36% | 99.36% |
13.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 67'319 CHF | 67'669 CHF | 99.37% | 99.37% |
12.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 69'048 CHF | 69'398 CHF | 99.08% | 99.08% |
11.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 73'160 CHF | 73'510 CHF | 99.28% | 99.28% |
08.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 71'434 CHF | 71'784 CHF | 99.38% | 99.38% |
07.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 66'703 CHF | 67'053 CHF | 99.28% | 99.28% |