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 | 0.74% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 67'575 CHF | 68'071 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 49'522 | 49'522 | 66'072 CHF | 66'567 CHF | 98.74% | 98.74% |
18.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 61'243 CHF | 61'739 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'472 CHF | 63'972 CHF | 71.70% | 71.70% |
14.11.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 66'584 CHF | 67'079 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 69'957 CHF | 70'453 CHF | 99.82% | 99.82% |
12.11.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 70'271 CHF | 70'767 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 49'467 | 49'467 | 65'325 CHF | 65'820 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 64'348 CHF | 64'844 CHF | 100.00% | 100.00% |
07.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 53'254 CHF | 53'750 CHF | 100.00% | 100.00% |