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 | 0.60% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'521 CHF | 84'021 CHF | 98.35% | 98.35% |
19.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'535 CHF | 80'035 CHF | 98.03% | 98.03% |
18.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'564 CHF | 81'064 CHF | 99.88% | 99.88% |
15.11.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 49'994 | 49'994 | 75'830 CHF | 76'330 CHF | 99.06% | 99.06% |
14.11.2024 | 0.65% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 49'999 | 49'999 | 76'222 CHF | 76'722 CHF | 94.98% | 94.98% |
13.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'293 CHF | 81'793 CHF | 99.24% | 99.24% |
12.11.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'151 CHF | 79'651 CHF | 99.48% | 99.48% |
11.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'463 CHF | 84'963 CHF | 99.93% | 99.93% |
08.11.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'339 CHF | 83'839 CHF | 98.07% | 98.07% |
07.11.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'781 CHF | 87'281 CHF | 99.01% | 99.01% |