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 | 0.50% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'783 CHF | 99'283 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'333 CHF | 97'833 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'892 CHF | 97'392 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'790 CHF | 95'290 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'415 CHF | 92'915 CHF | 99.27% | 99.27% |
13.11.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 49'549 | 49'436 | 91'473 CHF | 91'764 CHF | 99.40% | 99.40% |
12.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'991 CHF | 94'491 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'114 CHF | 96'614 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'834 CHF | 94'334 CHF | 100.00% | 100.00% |
07.11.2024 | 0.55% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 48'997 | 48'746 | 93'374 CHF | 93'387 CHF | 99.05% | 99.05% |