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 | 0.67% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'186 CHF | 74'686 CHF | 99.38% | 99.38% |
19.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 44'923 CHF | 45'223 CHF | 99.30% | 99.30% |
18.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 47'165 CHF | 47'465 CHF | 99.31% | 99.31% |
15.11.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 48'643 CHF | 48'943 CHF | 99.39% | 99.39% |
14.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 46'632 CHF | 46'932 CHF | 99.35% | 99.35% |
13.11.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 47'329 CHF | 47'629 CHF | 99.39% | 99.39% |
12.11.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 49'234 CHF | 49'534 CHF | 99.08% | 99.08% |
11.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 51'586 CHF | 51'886 CHF | 99.31% | 99.31% |
08.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 51'457 CHF | 51'757 CHF | 99.39% | 99.39% |
07.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 50'957 CHF | 51'257 CHF | 99.28% | 99.28% |