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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'555 CHF | 80'055 CHF | 99.36% | 99.36% |
20.11.2024 | 0.61% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'848 CHF | 82'348 CHF | 99.38% | 99.38% |
19.11.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'958 CHF | 77'458 CHF | 99.24% | 99.24% |
18.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'320 CHF | 79'820 CHF | 99.26% | 99.26% |
15.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'689 CHF | 80'189 CHF | 99.37% | 99.37% |
14.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'702 CHF | 81'202 CHF | 99.37% | 99.37% |
13.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'711 CHF | 81'211 CHF | 99.39% | 99.39% |
12.11.2024 | 0.61% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'277 CHF | 82'777 CHF | 99.06% | 99.06% |
11.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'174 CHF | 85'674 CHF | 99.24% | 99.24% |
08.11.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'946 CHF | 74'446 CHF | 99.38% | 99.38% |