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 | 0.65% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'624 CHF | 77'124 CHF | 100.00% | 100.00% |
19.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'131 CHF | 75'631 CHF | 100.00% | 100.00% |
18.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'740 CHF | 75'240 CHF | 100.00% | 100.00% |
15.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'538 CHF | 73'038 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'192 CHF | 70'692 CHF | 99.27% | 99.27% |
13.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 49'774 | 49'436 | 69'851 CHF | 69'872 CHF | 99.40% | 99.40% |
12.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'891 CHF | 72'391 CHF | 100.00% | 100.00% |
11.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'959 CHF | 74'459 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'690 CHF | 72'190 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 49'498 | 48'746 | 72'376 CHF | 71'748 CHF | 99.05% | 99.05% |