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 | 0.66% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'223 CHF | 75'723 CHF | 99.00% | 99.00% |
19.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'791 CHF | 75'291 CHF | 100.00% | 100.00% |
18.11.2024 | 0.87% | 1.54 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'850 CHF | 78'531 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'489 CHF | 80'152 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'612 CHF | 80'330 CHF | 99.22% | 99.22% |
13.11.2024 | 0.88% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 49'884 | 49'710 | 77'765 CHF | 78'178 CHF | 99.36% | 99.36% |
12.11.2024 | 0.61% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'304 CHF | 82'804 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'317 CHF | 85'817 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 1.64 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'953 CHF | 82'535 CHF | 100.00% | 100.00% |
07.11.2024 | 0.67% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 49'479 | 48'696 | 80'038 CHF | 79'328 CHF | 98.73% | 98.73% |