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 | 0.64% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'692 CHF | 97'315 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'070 CHF | 95'656 CHF | 100.00% | 100.00% |
18.11.2024 | 0.65% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'033 CHF | 90'619 CHF | 100.00% | 100.00% |
15.11.2024 | 0.66% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'469 CHF | 90'058 CHF | 100.00% | 100.00% |
14.11.2024 | 0.66% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'704 CHF | 95'329 CHF | 99.52% | 99.52% |
13.11.2024 | 0.65% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 93'285 CHF | 93'782 CHF | 99.32% | 99.32% |
12.11.2024 | 0.57% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'934 CHF | 102'517 CHF | 100.00% | 100.00% |
11.11.2024 | 0.56% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'762 CHF | 107'363 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'856 CHF | 102'440 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 48'962 | 48'703 | 101'033 CHF | 101'087 CHF | 99.13% | 99.13% |