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 | 0.66% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'387 CHF | 75'887 CHF | 99.95% | 99.95% |
19.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'784 CHF | 77'284 CHF | 99.77% | 99.77% |
18.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'566 CHF | 77'066 CHF | 99.90% | 99.90% |
15.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'368 CHF | 75'868 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'886 CHF | 74'386 CHF | 99.55% | 99.55% |
13.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'115 CHF | 73'615 CHF | 99.94% | 99.94% |
12.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'555 CHF | 73'055 CHF | 99.75% | 99.75% |
11.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'734 CHF | 71'234 CHF | 99.80% | 99.80% |
08.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'953 CHF | 71'453 CHF | 99.84% | 99.84% |
07.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'304 CHF | 69'804 CHF | 99.91% | 99.91% |