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 | 0.77% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'856 CHF | 65'356 CHF | 99.96% | 99.96% |
19.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'253 CHF | 66'753 CHF | 99.81% | 99.81% |
18.11.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'038 CHF | 66'538 CHF | 99.90% | 99.90% |
15.11.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'868 CHF | 65'368 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'386 CHF | 63'886 CHF | 99.57% | 99.57% |
13.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'547 CHF | 63'047 CHF | 99.93% | 99.93% |
12.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'001 CHF | 62'501 CHF | 99.76% | 99.76% |
11.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'206 CHF | 60'706 CHF | 99.81% | 99.81% |
08.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'443 CHF | 60'943 CHF | 99.81% | 99.81% |
07.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'803 CHF | 59'303 CHF | 99.90% | 99.90% |