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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.73% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'398 CHF | 81'993 CHF | 100.00% | 100.00% |
20.11.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 79'449 CHF | 79'949 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'577 CHF | 81'178 CHF | 100.00% | 100.00% |
18.11.2024 | 0.71% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'057 CHF | 79'620 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'992 CHF | 77'599 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'594 CHF | 78'258 CHF | 99.27% | 99.27% |
13.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 49'774 | 49'375 | 76'678 CHF | 76'564 CHF | 99.40% | 99.40% |
12.11.2024 | 0.64% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'412 CHF | 81'933 CHF | 100.00% | 100.00% |
11.11.2024 | 0.63% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'705 CHF | 86'248 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'975 CHF | 86'624 CHF | 100.00% | 100.00% |