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 | 0.52% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'183 CHF | 96'683 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'693 CHF | 95'193 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'289 CHF | 94'789 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'233 CHF | 92'733 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'863 CHF | 90'363 CHF | 99.27% | 99.27% |
13.11.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 49'549 | 49'436 | 88'942 CHF | 89'240 CHF | 99.40% | 99.40% |
12.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'415 CHF | 91'915 CHF | 100.00% | 100.00% |
11.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'488 CHF | 93'988 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'280 CHF | 91'780 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 48'997 | 48'746 | 90'859 CHF | 90'885 CHF | 99.05% | 99.05% |