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 | 0.60% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'162 CHF | 83'662 CHF | 99.49% | 99.49% |
19.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'641 CHF | 88'141 CHF | 97.55% | 97.55% |
18.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'920 CHF | 82'420 CHF | 99.40% | 99.40% |
15.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'162 CHF | 84'662 CHF | 98.85% | 98.85% |
14.11.2024 | 0.56% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'317 CHF | 88'817 CHF | 99.50% | 99.50% |
13.11.2024 | 0.55% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'227 CHF | 91'727 CHF | 95.76% | 95.76% |
12.11.2024 | 0.58% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'828 CHF | 86'328 CHF | 99.57% | 99.57% |
11.11.2024 | 0.57% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'149 CHF | 88'649 CHF | 94.72% | 94.72% |
08.11.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'553 CHF | 97'053 CHF | 91.96% | 91.96% |
07.11.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'296 CHF | 84'796 CHF | 99.53% | 99.53% |