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% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'532 CHF | 72'032 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'131 CHF | 70'631 CHF | 100.00% | 100.00% |
18.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'740 CHF | 70'240 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'488 CHF | 67'988 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'192 CHF | 65'692 CHF | 99.27% | 99.27% |
13.11.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 49'774 | 49'436 | 64'873 CHF | 64'929 CHF | 99.40% | 99.40% |
12.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'740 CHF | 67'240 CHF | 100.00% | 100.00% |
11.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'959 CHF | 69'459 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'621 CHF | 67'121 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 49'498 | 48'746 | 67'427 CHF | 66'873 CHF | 99.05% | 99.05% |