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 | 0.86% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'655 CHF | 58'155 CHF | 99.97% | 99.97% |
19.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'378 CHF | 54'878 CHF | 99.80% | 99.80% |
18.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'567 CHF | 56'067 CHF | 99.91% | 99.91% |
15.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'655 CHF | 57'155 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'943 CHF | 59'443 CHF | 99.65% | 99.65% |
13.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'759 CHF | 58'259 CHF | 99.95% | 99.95% |
12.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'301 CHF | 57'801 CHF | 99.81% | 99.81% |
11.11.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'601 CHF | 60'101 CHF | 99.78% | 99.78% |
08.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'784 CHF | 57'284 CHF | 99.88% | 99.88% |
07.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'776 CHF | 57'276 CHF | 99.90% | 99.90% |