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 | 0.73% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'446 CHF | 68'946 CHF | 99.96% | 99.96% |
19.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'625 CHF | 60'125 CHF | 99.85% | 99.85% |
18.11.2024 | 0.78% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'011 CHF | 64'511 CHF | 99.88% | 99.88% |
15.11.2024 | 0.77% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'959 CHF | 65'459 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'217 CHF | 61'717 CHF | 99.52% | 99.52% |
13.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'004 CHF | 52'504 CHF | 99.96% | 99.96% |
12.11.2024 | 0.86% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'668 CHF | 58'168 CHF | 99.79% | 99.79% |
11.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'293 CHF | 60'793 CHF | 99.78% | 99.78% |
08.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'496 CHF | 57'996 CHF | 99.88% | 99.88% |
07.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'602 CHF | 61'102 CHF | 99.91% | 99.91% |