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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'841 CHF | 65'341 CHF | 100.00% | 100.00% |
20.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'868 CHF | 63'368 CHF | 99.96% | 99.96% |
19.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'940 CHF | 63'440 CHF | 99.83% | 99.83% |
18.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'690 CHF | 61'190 CHF | 99.91% | 99.91% |
15.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'158 CHF | 60'658 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'366 CHF | 58'866 CHF | 99.71% | 99.71% |
13.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'077 CHF | 57'577 CHF | 99.50% | 99.50% |
12.11.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'124 CHF | 55'624 CHF | 99.83% | 99.83% |
11.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'407 CHF | 55'907 CHF | 99.50% | 99.50% |
08.11.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'285 CHF | 58'785 CHF | 99.87% | 99.87% |