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 | 0.59% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'083 CHF | 84'583 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'254 CHF | 87'754 CHF | 99.92% | 99.92% |
18.11.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'641 CHF | 82'141 CHF | 99.86% | 99.86% |
15.11.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'809 CHF | 81'309 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'586 CHF | 85'086 CHF | 100.00% | 100.00% |
13.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'992 CHF | 89'492 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'951 CHF | 84'451 CHF | 99.71% | 99.71% |
11.11.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'244 CHF | 72'744 CHF | 99.89% | 99.89% |
08.11.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'371 CHF | 73'871 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'609 CHF | 66'109 CHF | 99.90% | 99.90% |