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 | 0.70% | 1.55 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'108 CHF | 71'608 CHF | 90.18% | 99.49% |
20.11.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'719 CHF | 69'219 CHF | 99.14% | 99.20% |
19.11.2024 | 0.74% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'062 CHF | 67'562 CHF | 99.26% | 99.26% |
18.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'296 CHF | 75'796 CHF | 16.92% | 99.29% |
15.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'197 CHF | 73'697 CHF | 98.78% | 99.30% |
14.11.2024 | 0.63% | 1.58 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'889 CHF | 79'389 CHF | 0.69% | 98.55% |
13.11.2024 | 0.65% | 1.63 CHF | 1.62 CHF | 50'000 | 50'000 | 44'404 | 44'404 | 68'619 CHF | 69'063 CHF | 94.63% | 99.46% |
12.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'864 CHF | 39'114 CHF | 97.91% | 98.92% |
11.11.2024 | 0.73% | 1.54 CHF | 1.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'292 CHF | 34'542 CHF | 99.35% | 99.35% |
08.11.2024 | 0.88% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'307 CHF | 28'557 CHF | 99.46% | 99.46% |