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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'867 CHF | 94'367 CHF | 100.00% | 100.00% |
20.11.2024 | 0.58% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 91'706 CHF | 92'231 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'922 CHF | 93'434 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'360 CHF | 91'915 CHF | 100.00% | 100.00% |
15.11.2024 | 0.71% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'247 CHF | 89'885 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'026 CHF | 90'526 CHF | 99.27% | 99.27% |
13.11.2024 | 0.63% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 49'548 | 49'375 | 88'572 CHF | 88'811 CHF | 99.40% | 99.40% |
12.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'801 CHF | 94'301 CHF | 100.00% | 100.00% |
11.11.2024 | 0.68% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'036 CHF | 98'705 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 1.96 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'426 CHF | 98'975 CHF | 100.00% | 100.00% |