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 | 0.60% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'032 CHF | 83'532 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'511 CHF | 82'011 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'172 CHF | 81'672 CHF | 100.00% | 100.00% |
15.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'988 CHF | 79'488 CHF | 100.00% | 100.00% |
14.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'663 CHF | 77'163 CHF | 99.27% | 99.27% |
13.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 49'774 | 49'436 | 76'277 CHF | 76'255 CHF | 99.40% | 99.40% |
12.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'240 CHF | 78'740 CHF | 100.00% | 100.00% |
11.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'383 CHF | 80'883 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'121 CHF | 78'621 CHF | 100.00% | 100.00% |
07.11.2024 | 0.66% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 49'498 | 48'746 | 78'775 CHF | 78'049 CHF | 99.05% | 99.05% |