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 | 0.59% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 90'222 CHF | 90'747 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'422 CHF | 91'934 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'915 CHF | 90'415 CHF | 100.00% | 100.00% |
15.11.2024 | 0.72% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'747 CHF | 88'385 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'526 CHF | 89'026 CHF | 99.27% | 99.27% |
13.11.2024 | 0.64% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 49'548 | 49'375 | 87'086 CHF | 87'330 CHF | 99.40% | 99.40% |
12.11.2024 | 0.63% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'223 CHF | 92'801 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'536 CHF | 97'036 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'926 CHF | 97'426 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 94'254 CHF | 94'771 CHF | 99.06% | 99.06% |