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 | 0.95% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 54'272 | 54'272 | 56'333 CHF | 56'876 CHF | 99.97% | 99.97% |
19.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 61'721 | 61'756 | 61'470 CHF | 62'121 CHF | 99.78% | 99.78% |
18.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'120 CHF | 52'620 CHF | 99.91% | 99.91% |
15.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'230 CHF | 57'730 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'790 CHF | 58'290 CHF | 99.57% | 99.57% |
13.11.2024 | 0.93% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'656 CHF | 54'156 CHF | 99.95% | 99.95% |
12.11.2024 | 0.86% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'953 CHF | 58'453 CHF | 99.75% | 99.75% |
11.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'317 CHF | 62'817 CHF | 99.80% | 99.80% |
08.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'118 CHF | 58'618 CHF | 99.85% | 99.85% |
07.11.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'472 CHF | 58'972 CHF | 99.88% | 99.88% |