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 | 0.73% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 68'108 CHF | 68'604 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 49'522 | 49'522 | 66'632 CHF | 67'128 CHF | 98.74% | 98.74% |
18.11.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 61'783 CHF | 62'279 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'031 CHF | 64'531 CHF | 71.72% | 71.72% |
14.11.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 67'130 CHF | 67'626 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 70'492 CHF | 70'988 CHF | 99.82% | 99.82% |
12.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 70'808 CHF | 71'304 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 49'469 | 49'469 | 65'871 CHF | 66'366 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 64'889 CHF | 65'385 CHF | 100.00% | 100.00% |
07.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 53'800 CHF | 54'295 CHF | 100.00% | 100.00% |