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 | 0.58% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'532 CHF | 87'032 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'011 CHF | 85'511 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'672 CHF | 85'172 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'488 CHF | 82'988 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'163 CHF | 80'663 CHF | 99.27% | 99.27% |
13.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 49'774 | 49'436 | 79'762 CHF | 79'715 CHF | 99.40% | 99.40% |
12.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'740 CHF | 82'240 CHF | 100.00% | 100.00% |
11.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'883 CHF | 84'383 CHF | 100.00% | 100.00% |
08.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'621 CHF | 82'121 CHF | 100.00% | 100.00% |
07.11.2024 | 0.63% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 48'997 | 48'746 | 81'387 CHF | 81'461 CHF | 99.05% | 99.05% |