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% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 96'482 CHF | 96'982 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'772 CHF | 98'317 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'213 CHF | 96'713 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'129 CHF | 94'629 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'810 CHF | 95'413 CHF | 99.27% | 99.27% |
13.11.2024 | 0.66% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 49'548 | 49'375 | 93'226 CHF | 93'515 CHF | 99.40% | 99.40% |
12.11.2024 | 0.55% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'567 CHF | 99'109 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'881 CHF | 103'396 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'186 CHF | 103'786 CHF | 100.00% | 100.00% |
07.11.2024 | 0.68% | 2.06 CHF | 2.08 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 100'183 CHF | 100'825 CHF | 99.06% | 99.06% |