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 | 0.75% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'183 CHF | 66'683 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'693 CHF | 65'193 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'392 CHF | 64'892 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'233 CHF | 62'733 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'915 CHF | 60'415 CHF | 99.27% | 99.27% |
13.11.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 49'436 | 59'807 CHF | 59'631 CHF | 99.40% | 99.40% |
12.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'415 CHF | 61'915 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'614 CHF | 64'114 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'280 CHF | 61'780 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 49'498 | 48'746 | 62'173 CHF | 61'702 CHF | 99.05% | 99.05% |