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 | 0.89% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'943 CHF | 56'443 CHF | 99.38% | 99.38% |
19.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 60'751 | 60'750 | 60'405 CHF | 61'012 CHF | 99.29% | 99.29% |
18.11.2024 | 0.94% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'975 CHF | 53'475 CHF | 99.31% | 99.31% |
15.11.2024 | 0.78% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'046 CHF | 64'546 CHF | 99.39% | 99.39% |
14.11.2024 | 0.84% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'292 CHF | 59'792 CHF | 99.34% | 99.34% |
13.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'883 CHF | 62'383 CHF | 99.38% | 99.38% |
12.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'819 CHF | 60'319 CHF | 99.08% | 99.08% |
11.11.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'255 CHF | 63'755 CHF | 99.30% | 99.30% |
08.11.2024 | 0.97% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 58'226 | 58'226 | 59'388 CHF | 59'971 CHF | 99.39% | 99.39% |
07.11.2024 | 0.81% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'670 CHF | 62'170 CHF | 99.25% | 99.25% |