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 | 0.65% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'280 CHF | 77'780 CHF | 99.82% | 99.82% |
19.11.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'677 CHF | 73'177 CHF | 99.82% | 99.82% |
18.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'572 CHF | 75'072 CHF | 100.00% | 100.00% |
15.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'622 CHF | 77'122 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'124 CHF | 75'624 CHF | 100.00% | 100.00% |
13.11.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'578 CHF | 75'078 CHF | 99.95% | 99.95% |
12.11.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'254 CHF | 76'754 CHF | 100.00% | 100.00% |
11.11.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'333 CHF | 80'833 CHF | 99.79% | 99.79% |
08.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'323 CHF | 77'823 CHF | 100.00% | 100.00% |
07.11.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'139 CHF | 76'639 CHF | 99.70% | 99.70% |