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 | 0.68% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 74'223 CHF | 74'723 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'272 CHF | 75'817 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'713 CHF | 74'256 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'629 CHF | 72'182 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'310 CHF | 72'913 CHF | 99.27% | 99.27% |
13.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 49'774 | 49'375 | 71'369 CHF | 71'297 CHF | 99.40% | 99.40% |
12.11.2024 | 0.71% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'067 CHF | 76'609 CHF | 100.00% | 100.00% |
11.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'396 CHF | 80'896 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'786 CHF | 81'286 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 78'757 CHF | 79'286 CHF | 99.06% | 99.06% |