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 | 0.77% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'802 CHF | 65'302 CHF | 99.35% | 99.35% |
20.11.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'012 CHF | 67'512 CHF | 99.37% | 99.37% |
19.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'133 CHF | 62'633 CHF | 99.23% | 99.23% |
18.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'468 CHF | 64'968 CHF | 99.26% | 99.26% |
15.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'828 CHF | 65'328 CHF | 99.37% | 99.37% |
14.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'887 CHF | 66'387 CHF | 99.35% | 99.35% |
13.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'903 CHF | 66'403 CHF | 99.37% | 99.37% |
12.11.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'445 CHF | 67'945 CHF | 99.07% | 99.07% |
11.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'345 CHF | 70'845 CHF | 99.27% | 99.27% |
08.11.2024 | 0.84% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'216 CHF | 59'716 CHF | 99.38% | 99.38% |