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 | 0.62% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'513 CHF | 87'047 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'583 CHF | 86'083 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'583 CHF | 86'083 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 1.73 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'613 CHF | 87'137 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'738 CHF | 87'238 CHF | 99.52% | 99.52% |
13.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 49'704 | 49'704 | 90'831 CHF | 91'333 CHF | 99.32% | 99.32% |
12.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'201 CHF | 90'701 CHF | 100.00% | 100.00% |
11.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'283 CHF | 87'783 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'355 CHF | 86'855 CHF | 100.00% | 100.00% |
07.11.2024 | 0.63% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 48'695 | 48'695 | 81'686 CHF | 82'186 CHF | 98.51% | 98.51% |