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 | 0.85% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'572 CHF | 59'072 CHF | 99.48% | 99.48% |
19.11.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'874 CHF | 57'374 CHF | 97.77% | 97.77% |
18.11.2024 | 0.93% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'328 CHF | 53'828 CHF | 99.34% | 99.34% |
15.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'760 CHF | 53'260 CHF | 99.33% | 99.33% |
14.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'741 CHF | 53'241 CHF | 99.24% | 99.24% |
13.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 44'657 | 44'657 | 46'415 CHF | 46'862 CHF | 98.89% | 98.89% |
12.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'257 CHF | 26'507 CHF | 99.03% | 99.03% |
11.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'353 CHF | 26'603 CHF | 99.38% | 99.38% |
08.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'641 CHF | 26'891 CHF | 99.40% | 99.40% |
07.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'549 CHF | 26'799 CHF | 99.30% | 99.30% |