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 | 0.61% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'856 CHF | 82'356 CHF | 99.38% | 99.38% |
19.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'389 CHF | 79'889 CHF | 99.27% | 99.27% |
18.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'725 CHF | 79'225 CHF | 99.22% | 99.22% |
15.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'687 CHF | 80'187 CHF | 99.38% | 99.38% |
14.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'523 CHF | 82'023 CHF | 99.36% | 99.36% |
13.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'290 CHF | 71'790 CHF | 99.37% | 99.37% |
12.11.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'360 CHF | 76'860 CHF | 99.10% | 99.10% |
11.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'940 CHF | 80'440 CHF | 99.27% | 99.27% |
08.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'316 CHF | 77'816 CHF | 99.39% | 99.39% |
07.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'923 CHF | 75'423 CHF | 99.28% | 99.28% |