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 | 0.93% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'035 CHF | 66'654 CHF | 99.00% | 99.00% |
19.11.2024 | 1.18% | 1.30 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'468 CHF | 66'245 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'614 CHF | 69'292 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'448 CHF | 70'989 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'539 CHF | 71'112 CHF | 99.22% | 99.22% |
13.11.2024 | 0.83% | 1.36 CHF | 1.38 CHF | 50'000 | 50'000 | 49'884 | 49'710 | 68'719 CHF | 69'050 CHF | 99.36% | 99.36% |
12.11.2024 | 0.82% | 1.40 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'071 CHF | 73'672 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 1.52 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'018 CHF | 76'580 CHF | 100.00% | 100.00% |
08.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'824 CHF | 73'324 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 49'479 | 48'696 | 70'796 CHF | 70'230 CHF | 98.73% | 98.73% |