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 | 0.82% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'955 CHF | 61'455 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'501 CHF | 57'001 CHF | 98.01% | 98.01% |
18.11.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'190 CHF | 57'690 CHF | 99.95% | 99.95% |
15.11.2024 | 0.82% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'795 CHF | 61'295 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'392 CHF | 69'892 CHF | 100.00% | 100.00% |
13.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'028 CHF | 68'528 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'906 CHF | 70'406 CHF | 99.99% | 99.99% |
11.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'628 CHF | 72'128 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'173 CHF | 67'673 CHF | 99.00% | 99.00% |
07.11.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'424 CHF | 64'924 CHF | 98.78% | 98.78% |