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 | 0.71% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'344 CHF | 70'844 CHF | 99.97% | 99.97% |
19.11.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'898 CHF | 69'398 CHF | 99.81% | 99.81% |
18.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'912 CHF | 72'412 CHF | 99.91% | 99.91% |
15.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'302 CHF | 73'802 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'452 CHF | 69'952 CHF | 99.65% | 99.65% |
13.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'999 CHF | 68'499 CHF | 99.96% | 99.96% |
12.11.2024 | 0.69% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'316 CHF | 72'816 CHF | 99.81% | 99.81% |
11.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'031 CHF | 75'531 CHF | 99.79% | 99.79% |
08.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'506 CHF | 72'006 CHF | 99.88% | 99.88% |
07.11.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'300 CHF | 68'800 CHF | 99.89% | 99.89% |