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 | 0.67% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 78'350 CHF | 78'875 CHF | 100.00% | 100.00% |
19.11.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'422 CHF | 79'934 CHF | 100.00% | 100.00% |
18.11.2024 | 0.71% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'860 CHF | 78'415 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'747 CHF | 76'385 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'455 CHF | 77'026 CHF | 99.27% | 99.27% |
13.11.2024 | 0.74% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 49'774 | 49'375 | 75'535 CHF | 75'480 CHF | 99.40% | 99.40% |
12.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'301 CHF | 80'801 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'536 CHF | 85'205 CHF | 100.00% | 100.00% |
08.11.2024 | 0.65% | 1.69 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'926 CHF | 85'475 CHF | 100.00% | 100.00% |
07.11.2024 | 0.67% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 82'747 CHF | 83'264 CHF | 99.06% | 99.06% |