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 | 0.54% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'624 CHF | 93'124 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'131 CHF | 91'631 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'740 CHF | 91'240 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'538 CHF | 89'038 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'192 CHF | 86'692 CHF | 99.27% | 99.27% |
13.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 49'549 | 49'436 | 85'389 CHF | 85'692 CHF | 99.40% | 99.40% |
12.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'891 CHF | 88'391 CHF | 100.00% | 100.00% |
11.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'959 CHF | 90'459 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'621 CHF | 88'121 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 48'997 | 48'746 | 87'303 CHF | 87'347 CHF | 99.05% | 99.05% |