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 | 0.91% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'885 CHF | 55'385 CHF | 99.96% | 99.96% |
19.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'651 CHF | 53'151 CHF | 99.79% | 99.79% |
18.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'174 CHF | 52'674 CHF | 99.89% | 99.89% |
15.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'929 CHF | 49'429 CHF | 100.00% | 100.00% |
14.11.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'683 CHF | 46'183 CHF | 99.54% | 99.54% |
13.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'666 CHF | 46'166 CHF | 99.95% | 99.95% |
12.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'900 CHF | 48'400 CHF | 99.82% | 99.82% |
11.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'248 CHF | 51'748 CHF | 99.81% | 99.81% |
08.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'613 CHF | 48'113 CHF | 99.89% | 99.89% |
07.11.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'904 CHF | 50'404 CHF | 99.91% | 99.91% |