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 | 0.81% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'654 CHF | 62'154 CHF | 99.00% | 99.00% |
19.11.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'245 CHF | 61'745 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'292 CHF | 64'850 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'948 CHF | 66'489 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'039 CHF | 66'612 CHF | 99.22% | 99.22% |
13.11.2024 | 0.89% | 1.27 CHF | 1.29 CHF | 50'000 | 50'000 | 49'884 | 49'710 | 64'229 CHF | 64'577 CHF | 99.36% | 99.36% |
12.11.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'672 CHF | 69'172 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'580 CHF | 72'080 CHF | 100.00% | 100.00% |
08.11.2024 | 0.92% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'324 CHF | 68'953 CHF | 100.00% | 100.00% |
07.11.2024 | 1.29% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 49'479 | 48'696 | 66'343 CHF | 66'162 CHF | 98.73% | 98.73% |