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 | 0.70% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 83'817 CHF | 84'401 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'077 CHF | 85'577 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'557 CHF | 84'057 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'492 CHF | 81'992 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'094 CHF | 82'594 CHF | 99.27% | 99.27% |
13.11.2024 | 0.74% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 49'774 | 49'375 | 81'063 CHF | 81'007 CHF | 99.40% | 99.40% |
12.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'912 CHF | 86'412 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'205 CHF | 90'748 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'475 CHF | 91'124 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 88'048 CHF | 88'640 CHF | 99.06% | 99.06% |