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 | 0.55% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'925 CHF | 91'425 CHF | 99.37% | 99.37% |
19.11.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'376 CHF | 86'876 CHF | 99.27% | 99.27% |
18.11.2024 | 0.53% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 49'211 | 49'211 | 92'112 CHF | 92'605 CHF | 99.25% | 99.25% |
15.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'420 CHF | 93'920 CHF | 99.39% | 99.39% |
14.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'045 CHF | 91'545 CHF | 99.35% | 99.35% |
13.11.2024 | 0.58% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 48'559 | 48'559 | 83'276 CHF | 83'761 CHF | 96.02% | 96.02% |
12.11.2024 | 0.74% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'333 CHF | 67'833 CHF | 90.13% | 90.13% |
11.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'596 CHF | 67'096 CHF | 99.20% | 99.20% |
08.11.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'732 CHF | 60'232 CHF | 99.39% | 99.39% |
07.11.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'065 CHF | 57'565 CHF | 99.26% | 99.26% |