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 | 0.65% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'309 CHF | 82'849 CHF | 100.00% | 100.00% |
19.11.2024 | 0.67% | 1.61 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'349 CHF | 81'892 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'372 CHF | 81'872 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'471 CHF | 82'997 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'527 CHF | 83'027 CHF | 99.52% | 99.52% |
13.11.2024 | 0.62% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 49'704 | 49'704 | 86'673 CHF | 87'208 CHF | 99.32% | 99.32% |
12.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'010 CHF | 86'510 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'105 CHF | 83'605 CHF | 100.00% | 100.00% |
08.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'159 CHF | 82'659 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 48'695 | 48'695 | 77'610 CHF | 78'186 CHF | 98.51% | 98.51% |