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 | 0.74% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'323 CHF | 67'823 CHF | 99.95% | 99.95% |
19.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'062 CHF | 65'562 CHF | 99.76% | 99.76% |
18.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'480 CHF | 64'980 CHF | 99.91% | 99.91% |
15.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'291 CHF | 61'791 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'924 CHF | 58'424 CHF | 99.60% | 99.60% |
13.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'799 CHF | 58'299 CHF | 99.95% | 99.95% |
12.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'092 CHF | 60'592 CHF | 99.76% | 99.76% |
11.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'463 CHF | 63'963 CHF | 99.78% | 99.78% |
08.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'796 CHF | 60'296 CHF | 99.89% | 99.89% |
07.11.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'091 CHF | 62'591 CHF | 99.88% | 99.88% |