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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'190 CHF | 58'690 CHF | 100.00% | 100.00% |
20.11.2024 | 0.84% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'953 CHF | 59'453 CHF | 99.95% | 99.95% |
19.11.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'123 CHF | 58'623 CHF | 99.92% | 99.92% |
18.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'062 CHF | 54'562 CHF | 99.90% | 99.90% |
15.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'241 CHF | 54'741 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'089 CHF | 54'589 CHF | 99.84% | 99.84% |
13.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'833 CHF | 52'333 CHF | 99.95% | 99.95% |
12.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'456 CHF | 54'956 CHF | 99.83% | 99.83% |
11.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'434 CHF | 52'934 CHF | 99.89% | 99.89% |
08.11.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'209 CHF | 48'709 CHF | 99.88% | 99.88% |