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 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'994 CHF | 54'494 CHF | 99.37% | 99.37% |
19.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'736 CHF | 54'236 CHF | 98.56% | 98.56% |
18.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'495 CHF | 52'995 CHF | 99.26% | 99.26% |
15.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'781 CHF | 53'281 CHF | 99.38% | 99.38% |
14.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'544 CHF | 53'044 CHF | 99.36% | 99.36% |
13.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'447 CHF | 52'947 CHF | 99.39% | 99.39% |
12.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'231 CHF | 51'731 CHF | 99.09% | 99.09% |
11.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'943 CHF | 51'443 CHF | 99.23% | 99.23% |
08.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'255 CHF | 51'755 CHF | 99.39% | 99.39% |
07.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'868 CHF | 51'368 CHF | 99.27% | 99.27% |