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 | 0.65% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 85'105 CHF | 85'657 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'272 CHF | 86'817 CHF | 100.00% | 100.00% |
18.11.2024 | 0.64% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'713 CHF | 85'256 CHF | 100.00% | 100.00% |
15.11.2024 | 0.67% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'629 CHF | 83'182 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'413 CHF | 83'913 CHF | 99.27% | 99.27% |
13.11.2024 | 0.69% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 49'774 | 49'375 | 82'319 CHF | 82'221 CHF | 99.40% | 99.40% |
12.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'109 CHF | 87'609 CHF | 100.00% | 100.00% |
11.11.2024 | 0.66% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'396 CHF | 92'005 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'786 CHF | 92'340 CHF | 100.00% | 100.00% |
07.11.2024 | 0.64% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 89'305 CHF | 89'833 CHF | 99.06% | 99.06% |