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 | 0.72% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 72'909 CHF | 73'434 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'934 CHF | 74'577 CHF | 100.00% | 100.00% |
18.11.2024 | 0.88% | 1.46 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'415 CHF | 73'057 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'385 CHF | 70'992 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'026 CHF | 71'594 CHF | 99.27% | 99.27% |
13.11.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 49'774 | 49'375 | 70'108 CHF | 70'049 CHF | 99.40% | 99.40% |
12.11.2024 | 0.81% | 1.48 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'801 CHF | 75'412 CHF | 100.00% | 100.00% |
11.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'205 CHF | 79'705 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'475 CHF | 79'975 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 77'498 CHF | 78'092 CHF | 99.06% | 99.06% |