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 | 0.61% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'784 CHF | 88'319 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'519 CHF | 91'174 CHF | 99.40% | 99.40% |
18.11.2024 | 0.80% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'575 CHF | 90'291 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'467 CHF | 89'208 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'626 CHF | 87'142 CHF | 99.52% | 99.52% |
13.11.2024 | 0.66% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 49'554 | 49'383 | 84'014 CHF | 84'278 CHF | 99.32% | 99.32% |
12.11.2024 | 0.68% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'344 CHF | 81'897 CHF | 100.00% | 100.00% |
11.11.2024 | 0.95% | 1.64 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'299 CHF | 83'081 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'074 CHF | 83'698 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 48'963 | 48'444 | 84'057 CHF | 83'860 CHF | 99.13% | 99.13% |