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 | 0.74% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 75'987 CHF | 76'548 CHF | 100.00% | 100.00% |
19.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'178 CHF | 77'678 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'620 CHF | 76'120 CHF | 100.00% | 100.00% |
15.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'599 CHF | 74'099 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 1.51 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'258 CHF | 74'810 CHF | 99.27% | 99.27% |
13.11.2024 | 0.75% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 49'774 | 49'375 | 73'194 CHF | 73'154 CHF | 99.40% | 99.40% |
12.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'933 CHF | 78'433 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 1.63 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'248 CHF | 82'881 CHF | 100.00% | 100.00% |
08.11.2024 | 0.68% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'624 CHF | 83'186 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 80'478 CHF | 81'016 CHF | 99.06% | 99.06% |