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 | 0.73% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'000 CHF | 68'500 CHF | 99.38% | 99.38% |
20.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'932 CHF | 63'432 CHF | 99.38% | 99.38% |
19.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'792 CHF | 61'292 CHF | 99.30% | 99.30% |
18.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'506 CHF | 63'006 CHF | 99.30% | 99.30% |
15.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'089 CHF | 63'589 CHF | 99.39% | 99.39% |
14.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'843 CHF | 61'343 CHF | 99.35% | 99.35% |
13.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'475 CHF | 63'975 CHF | 99.38% | 99.38% |
12.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'715 CHF | 63'215 CHF | 99.09% | 99.09% |
11.11.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'745 CHF | 64'245 CHF | 99.29% | 99.29% |
08.11.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'470 CHF | 60'970 CHF | 99.39% | 99.39% |