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 | 0.78% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'591 CHF | 64'091 CHF | 99.43% | 99.43% |
19.11.2024 | 0.88% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'622 CHF | 57'122 CHF | 99.01% | 99.01% |
18.11.2024 | 0.84% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'252 CHF | 59'752 CHF | 99.27% | 99.27% |
15.11.2024 | 0.70% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'438 CHF | 71'938 CHF | 98.27% | 98.27% |
14.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'440 CHF | 78'940 CHF | 98.53% | 98.53% |
13.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 44'685 | 44'685 | 72'033 CHF | 72'480 CHF | 99.23% | 99.23% |
12.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'893 CHF | 41'143 CHF | 98.95% | 98.95% |
11.11.2024 | 0.59% | 1.59 CHF | 1.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'260 CHF | 42'510 CHF | 95.54% | 95.54% |
08.11.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'208 CHF | 43'458 CHF | 99.44% | 99.44% |
07.11.2024 | 0.67% | 1.73 CHF | 1.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'219 CHF | 37'469 CHF | 88.83% | 88.83% |