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 | 0.66% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'518 CHF | 76'018 CHF | 99.36% | 99.36% |
19.11.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'993 CHF | 71'493 CHF | 99.24% | 99.24% |
18.11.2024 | 0.63% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'771 CHF | 79'271 CHF | 99.28% | 99.28% |
15.11.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'908 CHF | 79'408 CHF | 99.37% | 99.37% |
14.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'557 CHF | 77'057 CHF | 99.35% | 99.35% |
13.11.2024 | 0.70% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'155 | 50'155 | 71'692 CHF | 72'193 CHF | 99.39% | 99.39% |
12.11.2024 | 0.97% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 54'188 | 54'188 | 55'364 CHF | 55'906 CHF | 99.07% | 99.07% |
11.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 52'505 | 52'505 | 53'921 CHF | 54'446 CHF | 99.23% | 99.23% |
08.11.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'994 CHF | 66'744 CHF | 99.37% | 99.37% |
07.11.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'563 CHF | 62'313 CHF | 99.26% | 99.26% |