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 | 0.82% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'014 CHF | 61'514 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'191 CHF | 64'691 CHF | 99.91% | 99.91% |
18.11.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'708 CHF | 59'208 CHF | 99.89% | 99.89% |
15.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'854 CHF | 58'354 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'609 CHF | 62'109 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'931 CHF | 66'431 CHF | 100.00% | 100.00% |
12.11.2024 | 0.82% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'526 CHF | 61'026 CHF | 99.67% | 99.67% |
11.11.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 67'678 | 67'678 | 66'658 CHF | 67'335 CHF | 99.88% | 99.88% |
08.11.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 55'901 | 55'901 | 56'071 CHF | 56'630 CHF | 100.00% | 100.00% |
07.11.2024 | 1.15% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 73'448 | 73'448 | 63'458 CHF | 64'192 CHF | 99.90% | 99.90% |