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 | 0.71% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'717 CHF | 70'217 CHF | 99.97% | 99.97% |
19.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'492 CHF | 69'992 CHF | 99.85% | 99.85% |
18.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'539 CHF | 70'039 CHF | 99.89% | 99.89% |
15.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'621 CHF | 69'121 CHF | 99.44% | 99.44% |
14.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'047 CHF | 68'547 CHF | 99.80% | 99.80% |
13.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'643 CHF | 69'143 CHF | 99.72% | 99.72% |
12.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'791 CHF | 68'291 CHF | 93.52% | 93.52% |
11.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'327 CHF | 67'827 CHF | 99.82% | 99.82% |
08.11.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'064 CHF | 67'564 CHF | 99.88% | 99.88% |
07.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'005 CHF | 67'505 CHF | 74.47% | 74.47% |