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 | 0.57% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'948 CHF | 87'448 CHF | 99.97% | 99.97% |
19.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'484 CHF | 85'984 CHF | 99.85% | 99.85% |
18.11.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'480 CHF | 88'980 CHF | 99.91% | 99.91% |
15.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'862 CHF | 90'362 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'031 CHF | 86'531 CHF | 99.65% | 99.65% |
13.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'525 CHF | 85'025 CHF | 99.96% | 99.96% |
12.11.2024 | 0.56% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'911 CHF | 89'411 CHF | 99.82% | 99.82% |
11.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'606 CHF | 92'106 CHF | 99.79% | 99.79% |
08.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'069 CHF | 88'569 CHF | 99.88% | 99.88% |
07.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'892 CHF | 85'392 CHF | 99.89% | 99.89% |