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 | 0.92% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'182 CHF | 54'682 CHF | 99.04% | 99.04% |
19.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'334 CHF | 54'834 CHF | 98.50% | 98.50% |
18.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'234 CHF | 55'734 CHF | 97.58% | 97.58% |
15.11.2024 | 0.83% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'878 CHF | 60'378 CHF | 97.89% | 97.89% |
14.11.2024 | 0.72% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'829 CHF | 69'329 CHF | 94.30% | 94.30% |
13.11.2024 | 0.71% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 44'411 | 44'411 | 61'789 CHF | 62'233 CHF | 98.08% | 98.08% |
12.11.2024 | 0.67% | 1.41 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'160 CHF | 37'410 CHF | 98.62% | 98.62% |
11.11.2024 | 0.61% | 1.51 CHF | 1.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'661 CHF | 40'911 CHF | 94.03% | 94.03% |
08.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'543 CHF | 40'793 CHF | 98.85% | 98.85% |
07.11.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'115 CHF | 40'365 CHF | 98.65% | 98.65% |