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 | 0.53% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'547 CHF | 95'047 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'583 CHF | 94'150 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'583 CHF | 94'123 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'637 CHF | 95'137 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'787 CHF | 95'287 CHF | 99.52% | 99.52% |
13.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 49'704 | 49'704 | 98'817 CHF | 99'321 CHF | 99.32% | 99.32% |
12.11.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'269 CHF | 98'769 CHF | 100.00% | 100.00% |
11.11.2024 | 0.54% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'283 CHF | 95'801 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'423 CHF | 94'923 CHF | 100.00% | 100.00% |
07.11.2024 | 0.58% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 48'695 | 48'695 | 89'539 CHF | 90'042 CHF | 98.51% | 98.51% |