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 | 0.52% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 96'824 CHF | 97'324 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 1.96 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'178 CHF | 98'772 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'620 CHF | 97'213 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'599 CHF | 95'129 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 1.93 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'258 CHF | 95'810 CHF | 99.27% | 99.27% |
13.11.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 49'548 | 49'375 | 93'720 CHF | 93'891 CHF | 99.40% | 99.40% |
12.11.2024 | 0.64% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'933 CHF | 99'567 CHF | 100.00% | 100.00% |
11.11.2024 | 0.61% | 2.05 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'248 CHF | 103'881 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'624 CHF | 104'186 CHF | 100.00% | 100.00% |
07.11.2024 | 0.57% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 100'615 CHF | 101'152 CHF | 99.06% | 99.06% |