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 | 0.87% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'153 CHF | 57'653 CHF | 99.36% | 99.36% |
19.11.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'260 | 50'260 | 53'057 CHF | 53'560 CHF | 99.28% | 99.28% |
18.11.2024 | 0.83% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'398 CHF | 60'898 CHF | 99.23% | 99.23% |
15.11.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'536 CHF | 61'036 CHF | 99.38% | 99.38% |
14.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'336 CHF | 58'836 CHF | 99.35% | 99.35% |
13.11.2024 | 0.94% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 55'038 | 55'038 | 58'428 CHF | 58'978 CHF | 99.38% | 99.38% |
12.11.2024 | 1.45% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 80'236 | 80'236 | 55'018 CHF | 55'820 CHF | 99.04% | 99.04% |
11.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 78'030 | 78'030 | 53'495 CHF | 54'275 CHF | 99.22% | 99.22% |
08.11.2024 | 1.79% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'430 CHF | 56'430 CHF | 99.38% | 99.38% |
07.11.2024 | 1.96% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 106'760 | 106'760 | 53'875 CHF | 54'943 CHF | 99.26% | 99.26% |