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 | 0.76% | 1.29 CHF | 1.30 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 78'226 CHF | 78'826 CHF | 99.56% | 99.56% |
19.11.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 75'569 CHF | 76'169 CHF | 99.03% | 99.03% |
18.11.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 87'437 CHF | 88'037 CHF | 99.55% | 99.55% |
15.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'800 CHF | 77'300 CHF | 98.93% | 98.93% |
14.11.2024 | 0.66% | 1.62 CHF | 1.63 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 91'413 CHF | 92'013 CHF | 99.54% | 99.54% |
13.11.2024 | 0.68% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'926 CHF | 73'426 CHF | 99.54% | 99.54% |
12.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 102'072 CHF | 102'672 CHF | 98.53% | 98.56% |
11.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 88'881 CHF | 89'481 CHF | 99.02% | 99.02% |
08.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 77'803 CHF | 78'403 CHF | 99.55% | 99.55% |
07.11.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 94'935 CHF | 95'635 CHF | 99.47% | 99.47% |