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 | 0.70% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 71'597 CHF | 72'097 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 1.45 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'678 CHF | 73'272 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'120 CHF | 71'713 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'099 CHF | 69'629 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.42 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'758 CHF | 70'310 CHF | 99.27% | 99.27% |
13.11.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 49'774 | 49'375 | 68'761 CHF | 68'710 CHF | 99.40% | 99.40% |
12.11.2024 | 0.86% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'433 CHF | 74'067 CHF | 100.00% | 100.00% |
11.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'881 CHF | 78'381 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'124 CHF | 78'686 CHF | 100.00% | 100.00% |
07.11.2024 | 0.69% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 76'211 CHF | 76'701 CHF | 99.06% | 99.06% |