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 | 0.79% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 48'240 | 48'240 | 63'923 CHF | 64'407 CHF | 99.43% | 99.43% |
19.11.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 48'589 | 48'589 | 61'414 CHF | 61'901 CHF | 99.83% | 99.83% |
18.11.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 49'334 | 49'334 | 67'250 CHF | 67'744 CHF | 99.88% | 99.88% |
15.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 49'158 | 49'158 | 66'882 CHF | 67'374 CHF | 99.45% | 99.45% |
14.11.2024 | 0.79% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 53'562 | 53'562 | 69'042 CHF | 69'579 CHF | 98.63% | 98.63% |
13.11.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 60'000 | 60'000 | 50'712 | 50'712 | 67'757 CHF | 68'265 CHF | 99.69% | 99.69% |
12.11.2024 | 0.77% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 49'301 | 49'301 | 65'805 CHF | 66'298 CHF | 99.88% | 99.88% |
11.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 49'166 | 49'166 | 74'854 CHF | 75'347 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 49'204 | 49'204 | 70'568 CHF | 71'062 CHF | 99.06% | 99.06% |
07.11.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 48'823 | 48'823 | 75'149 CHF | 75'639 CHF | 99.98% | 99.98% |