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 | 0.59% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'342 CHF | 84'842 CHF | 99.97% | 99.97% |
19.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'117 CHF | 78'617 CHF | 99.84% | 99.84% |
18.11.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'390 CHF | 80'890 CHF | 99.91% | 99.91% |
15.11.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'495 CHF | 82'995 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'046 CHF | 87'546 CHF | 99.63% | 99.63% |
13.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'719 CHF | 85'219 CHF | 99.94% | 99.94% |
12.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'760 CHF | 84'260 CHF | 99.76% | 99.76% |
11.11.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'136 CHF | 88'636 CHF | 99.77% | 99.77% |
08.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'714 CHF | 83'214 CHF | 99.86% | 99.86% |
07.11.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'517 CHF | 83'017 CHF | 99.90% | 99.90% |