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 | 0.81% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 69'556 CHF | 70'118 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'678 CHF | 71'178 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'120 CHF | 69'713 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'099 CHF | 67'629 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.38 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'758 CHF | 68'310 CHF | 99.27% | 99.27% |
13.11.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 49'774 | 49'375 | 66'770 CHF | 66'735 CHF | 99.40% | 99.40% |
12.11.2024 | 0.88% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'433 CHF | 72'067 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.50 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'748 CHF | 76'381 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'124 CHF | 76'686 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 74'293 CHF | 74'783 CHF | 99.06% | 99.06% |