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 | 0.88% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'447 CHF | 56'947 CHF | 99.96% | 99.96% |
19.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'103 CHF | 56'603 CHF | 99.80% | 99.80% |
18.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'269 CHF | 58'769 CHF | 99.90% | 99.90% |
15.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'369 CHF | 59'869 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'443 CHF | 59'943 CHF | 99.56% | 99.56% |
13.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'364 CHF | 58'864 CHF | 99.97% | 99.97% |
12.11.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'060 CHF | 61'560 CHF | 99.81% | 99.81% |
11.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'089 CHF | 63'589 CHF | 99.81% | 99.81% |
08.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'958 CHF | 61'458 CHF | 99.82% | 99.82% |
07.11.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'151 CHF | 60'651 CHF | 99.89% | 99.89% |