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 | 0.64% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'723 CHF | 78'223 CHF | 99.00% | 99.00% |
19.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'291 CHF | 77'791 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'350 CHF | 80'850 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'989 CHF | 82'652 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'112 CHF | 82'830 CHF | 99.22% | 99.22% |
13.11.2024 | 0.85% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 49'884 | 49'710 | 80'259 CHF | 80'664 CHF | 99.36% | 99.36% |
12.11.2024 | 0.74% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'672 CHF | 85'304 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'580 CHF | 88'317 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 1.69 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'453 CHF | 85'035 CHF | 100.00% | 100.00% |
07.11.2024 | 0.66% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 49'479 | 48'696 | 82'491 CHF | 81'744 CHF | 98.73% | 98.73% |