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 | 0.62% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'032 CHF | 80'532 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'511 CHF | 79'011 CHF | 100.00% | 100.00% |
18.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'240 CHF | 78'740 CHF | 100.00% | 100.00% |
15.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'988 CHF | 76'488 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'663 CHF | 74'163 CHF | 99.27% | 99.27% |
13.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 49'774 | 49'436 | 73'335 CHF | 73'333 CHF | 99.40% | 99.40% |
12.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'240 CHF | 75'740 CHF | 100.00% | 100.00% |
11.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'383 CHF | 77'883 CHF | 100.00% | 100.00% |
08.11.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'121 CHF | 75'621 CHF | 100.00% | 100.00% |
07.11.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 49'498 | 48'746 | 75'805 CHF | 75'124 CHF | 99.05% | 99.05% |