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 | 0.55% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'339 CHF | 90'839 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'882 CHF | 89'382 CHF | 100.00% | 100.00% |
18.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'597 CHF | 89'097 CHF | 100.00% | 100.00% |
15.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'420 CHF | 86'920 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'074 CHF | 84'574 CHF | 99.27% | 99.27% |
13.11.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 49'549 | 49'436 | 83'281 CHF | 83'592 CHF | 99.40% | 99.40% |
12.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'546 CHF | 86'046 CHF | 100.00% | 100.00% |
11.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'653 CHF | 88'153 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'417 CHF | 85'917 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 48'997 | 48'746 | 85'127 CHF | 85'180 CHF | 99.05% | 99.05% |