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 | 0.75% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'455 CHF | 66'955 CHF | 99.50% | 99.50% |
19.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'126 CHF | 71'626 CHF | 98.66% | 98.66% |
18.11.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'284 CHF | 67'784 CHF | 99.28% | 99.28% |
15.11.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'216 CHF | 68'716 CHF | 99.41% | 99.41% |
14.11.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'537 CHF | 70'037 CHF | 99.34% | 99.34% |
13.11.2024 | 1.09% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 44'706 | 44'705 | 56'127 CHF | 56'707 CHF | 95.60% | 95.60% |
12.11.2024 | 1.39% | 1.33 CHF | 1.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'661 CHF | 36'161 CHF | 99.00% | 99.00% |
11.11.2024 | 1.51% | 1.47 CHF | 1.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'004 CHF | 33'504 CHF | 98.40% | 98.40% |
08.11.2024 | 1.67% | 1.26 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'655 CHF | 30'155 CHF | 99.44% | 99.44% |
07.11.2024 | 1.65% | 1.20 CHF | 1.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'022 CHF | 30'522 CHF | 99.25% | 99.25% |