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 | 0.79% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'980 CHF | 70'535 CHF | 99.00% | 99.00% |
19.11.2024 | 0.77% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'434 CHF | 69'968 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'531 CHF | 73'114 CHF | 100.00% | 100.00% |
15.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'237 CHF | 74'737 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'392 CHF | 74'892 CHF | 99.22% | 99.22% |
13.11.2024 | 0.96% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 49'884 | 49'710 | 72'520 CHF | 72'964 CHF | 99.36% | 99.36% |
12.11.2024 | 0.88% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'889 CHF | 77'571 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'884 CHF | 80'518 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'535 CHF | 77'247 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 1.56 CHF | 1.58 CHF | 50'000 | 50'000 | 49'479 | 48'696 | 74'613 CHF | 74'064 CHF | 98.73% | 98.73% |