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 | 0.72% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'683 CHF | 70'183 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'333 CHF | 68'833 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'892 CHF | 68'392 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'790 CHF | 66'290 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'415 CHF | 63'915 CHF | 99.27% | 99.27% |
13.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 49'774 | 49'436 | 63'021 CHF | 63'091 CHF | 99.40% | 99.40% |
12.11.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'915 CHF | 65'415 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'114 CHF | 67'614 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'780 CHF | 65'280 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 49'498 | 48'746 | 65'638 CHF | 65'114 CHF | 99.05% | 99.05% |