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% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'629 CHF | 88'192 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'015 CHF | 86'607 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'913 CHF | 81'533 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'442 CHF | 81'038 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'623 CHF | 86'239 CHF | 99.52% | 99.52% |
13.11.2024 | 0.72% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 84'297 CHF | 84'805 CHF | 99.32% | 99.32% |
12.11.2024 | 0.58% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'889 CHF | 93'434 CHF | 100.00% | 100.00% |
11.11.2024 | 0.62% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'725 CHF | 98'333 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'830 CHF | 93'417 CHF | 100.00% | 100.00% |
07.11.2024 | 0.68% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 48'962 | 48'703 | 92'144 CHF | 92'244 CHF | 99.13% | 99.13% |