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 | 0.80% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'437 CHF | 62'937 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'403 CHF | 62'903 CHF | 99.40% | 99.40% |
18.11.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'819 CHF | 62'319 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'273 CHF | 60'773 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'004 CHF | 61'504 CHF | 99.52% | 99.52% |
13.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 49'704 | 60'938 CHF | 61'085 CHF | 99.32% | 99.32% |
12.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'040 CHF | 64'540 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'022 CHF | 65'522 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'674 CHF | 63'174 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 48'703 | 62'401 CHF | 61'292 CHF | 99.13% | 99.13% |