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 | 0.86% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'888 CHF | 58'388 CHF | 99.96% | 99.96% |
19.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'841 CHF | 56'341 CHF | 99.81% | 99.81% |
18.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'262 CHF | 55'762 CHF | 99.91% | 99.91% |
15.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'256 CHF | 52'756 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'092 CHF | 49'592 CHF | 99.54% | 99.54% |
13.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'143 CHF | 49'643 CHF | 99.94% | 99.94% |
12.11.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'197 CHF | 51'697 CHF | 99.81% | 99.81% |
11.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'134 CHF | 54'634 CHF | 99.79% | 99.79% |
08.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'962 CHF | 51'462 CHF | 99.88% | 99.88% |
07.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'167 CHF | 53'667 CHF | 99.89% | 99.89% |