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 | 0.83% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 67'298 CHF | 67'850 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'272 CHF | 68'817 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'713 CHF | 67'256 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'682 CHF | 65'182 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'413 CHF | 65'913 CHF | 99.27% | 99.27% |
13.11.2024 | 0.88% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 49'774 | 49'375 | 64'401 CHF | 64'446 CHF | 99.40% | 99.40% |
12.11.2024 | 0.88% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'109 CHF | 69'723 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'396 CHF | 74'005 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'786 CHF | 74'340 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 72'081 CHF | 72'573 CHF | 99.06% | 99.06% |