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 | 0.72% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 70'113 CHF | 70'613 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 1.42 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'178 CHF | 71'772 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'620 CHF | 70'213 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'599 CHF | 68'129 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.39 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'258 CHF | 68'810 CHF | 99.27% | 99.27% |
13.11.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 49'774 | 49'375 | 67'268 CHF | 67'229 CHF | 99.40% | 99.40% |
12.11.2024 | 0.88% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'933 CHF | 72'567 CHF | 100.00% | 100.00% |
11.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'381 CHF | 76'881 CHF | 100.00% | 100.00% |
08.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'686 CHF | 77'186 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 1.53 CHF | 1.55 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 74'772 CHF | 75'412 CHF | 99.06% | 99.06% |