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 | 0.91% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'491 CHF | 54'991 CHF | 99.40% | 99.40% |
19.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'461 CHF | 54'961 CHF | 98.91% | 98.91% |
18.11.2024 | 0.84% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'376 CHF | 59'876 CHF | 99.26% | 99.26% |
15.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'425 CHF | 63'925 CHF | 99.47% | 99.47% |
14.11.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'531 CHF | 65'031 CHF | 99.42% | 99.42% |
13.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 43'889 | 43'889 | 52'243 CHF | 52'682 CHF | 99.14% | 99.14% |
12.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'863 CHF | 30'113 CHF | 98.68% | 98.68% |
11.11.2024 | 1.01% | 1.12 CHF | 1.13 CHF | 25'000 | 25'000 | 33'685 | 33'685 | 32'808 CHF | 33'145 CHF | 99.27% | 99.27% |
08.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 34'864 CHF | 35'244 CHF | 99.45% | 99.45% |
07.11.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 35'805 CHF | 36'185 CHF | 99.29% | 99.29% |