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 | 0.84% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'949 CHF | 59'449 CHF | 99.38% | 99.38% |
19.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'528 CHF | 57'028 CHF | 99.25% | 99.25% |
18.11.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'813 CHF | 56'313 CHF | 99.23% | 99.23% |
15.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'735 CHF | 57'235 CHF | 99.38% | 99.38% |
14.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'150 | 50'150 | 58'755 CHF | 59'257 CHF | 99.35% | 99.35% |
13.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 69'673 | 69'673 | 67'114 CHF | 67'811 CHF | 99.36% | 99.36% |
12.11.2024 | 0.93% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'429 CHF | 53'929 CHF | 99.09% | 99.09% |
11.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'979 CHF | 57'479 CHF | 99.25% | 99.25% |
08.11.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'340 CHF | 54'840 CHF | 99.38% | 99.38% |
07.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'836 CHF | 52'336 CHF | 99.28% | 99.28% |