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 | 0.70% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'284 CHF | 76'819 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'966 CHF | 79'577 CHF | 99.40% | 99.40% |
18.11.2024 | 0.75% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'019 CHF | 78'604 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'967 CHF | 77'683 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'841 CHF | 75'626 CHF | 99.52% | 99.52% |
13.11.2024 | 0.77% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 49'777 | 49'383 | 72'939 CHF | 72'920 CHF | 99.32% | 99.32% |
12.11.2024 | 0.79% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'844 CHF | 70'397 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 1.41 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'799 CHF | 71'393 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'491 CHF | 72'198 CHF | 100.00% | 100.00% |
07.11.2024 | 0.96% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 49'481 | 48'444 | 73'551 CHF | 72'717 CHF | 99.13% | 99.13% |