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 | 0.97% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'398 CHF | 51'898 CHF | 99.73% | 99.73% |
19.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'654 CHF | 53'154 CHF | 99.51% | 99.51% |
18.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'494 CHF | 51'994 CHF | 99.88% | 99.88% |
15.11.2024 | 1.05% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'263 CHF | 47'763 CHF | 99.61% | 99.61% |
14.11.2024 | 1.09% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'677 CHF | 46'177 CHF | 99.73% | 99.73% |
13.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'815 CHF | 47'315 CHF | 99.94% | 99.94% |
12.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'343 CHF | 44'843 CHF | 99.84% | 99.84% |
11.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'336 CHF | 41'836 CHF | 99.80% | 99.80% |
08.11.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'549 CHF | 41'049 CHF | 99.83% | 99.83% |
07.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'248 CHF | 39'748 CHF | 99.88% | 99.88% |