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 | 0.72% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'633 CHF | 75'174 CHF | 100.00% | 100.00% |
19.11.2024 | 0.75% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'705 CHF | 74'259 CHF | 100.00% | 100.00% |
18.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'702 CHF | 74'202 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'739 CHF | 75'338 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'880 CHF | 75'380 CHF | 99.52% | 99.52% |
13.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 49'704 | 49'704 | 79'054 CHF | 79'558 CHF | 99.32% | 99.32% |
12.11.2024 | 0.73% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'299 CHF | 78'876 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 1.53 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'379 CHF | 75'913 CHF | 100.00% | 100.00% |
08.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'554 CHF | 75'054 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 48'695 | 48'695 | 70'155 CHF | 70'655 CHF | 98.51% | 98.51% |