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 | 0.93% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'318 CHF | 53'818 CHF | 99.38% | 99.38% |
19.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'015 CHF | 54'515 CHF | 99.16% | 99.16% |
18.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'678 CHF | 58'178 CHF | 99.31% | 99.31% |
15.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'102 CHF | 60'602 CHF | 99.39% | 99.39% |
14.11.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'787 CHF | 57'287 CHF | 99.35% | 99.35% |
13.11.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'959 CHF | 58'459 CHF | 99.39% | 99.39% |
12.11.2024 | 0.81% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'171 CHF | 61'671 CHF | 99.09% | 99.09% |
11.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'045 CHF | 65'545 CHF | 99.28% | 99.28% |
08.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'801 CHF | 65'301 CHF | 99.39% | 99.39% |
07.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'900 CHF | 64'400 CHF | 99.28% | 99.28% |