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 | 0.53% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'953 CHF | 94'453 CHF | 99.36% | 99.36% |
19.11.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'461 CHF | 89'961 CHF | 99.26% | 99.26% |
18.11.2024 | 0.51% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 44'674 | 44'674 | 86'418 CHF | 86'865 CHF | 99.25% | 99.25% |
15.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 48'420 | 48'420 | 94'280 CHF | 94'764 CHF | 99.37% | 99.37% |
14.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'951 CHF | 95'451 CHF | 99.35% | 99.35% |
13.11.2024 | 0.56% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'866 CHF | 90'366 CHF | 99.36% | 99.36% |
12.11.2024 | 0.72% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'585 CHF | 70'085 CHF | 99.05% | 99.05% |
11.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'675 CHF | 70'175 CHF | 99.27% | 99.27% |
08.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'945 CHF | 62'445 CHF | 99.38% | 99.38% |
07.11.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'767 CHF | 59'267 CHF | 99.26% | 99.26% |