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 | 0.63% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'666 CHF | 80'166 CHF | 99.95% | 99.95% |
19.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'425 CHF | 77'925 CHF | 99.81% | 99.81% |
18.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'939 CHF | 77'439 CHF | 99.95% | 99.95% |
15.11.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'691 CHF | 74'191 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'176 CHF | 70'676 CHF | 99.54% | 99.54% |
13.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'166 CHF | 70'666 CHF | 99.94% | 99.94% |
12.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'447 CHF | 72'947 CHF | 99.76% | 99.76% |
11.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'783 CHF | 76'283 CHF | 99.81% | 99.81% |
08.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'141 CHF | 72'641 CHF | 99.88% | 99.88% |
07.11.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'434 CHF | 74'934 CHF | 99.91% | 99.91% |