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 | 0.77% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'889 CHF | 67'405 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'785 CHF | 69'334 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'306 CHF | 67'877 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'133 CHF | 68'670 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'414 CHF | 66'936 CHF | 99.52% | 99.52% |
13.11.2024 | 0.87% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 49'880 | 49'700 | 66'766 CHF | 67'106 CHF | 98.35% | 98.35% |
12.11.2024 | 0.92% | 1.30 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'076 CHF | 64'666 CHF | 99.93% | 99.93% |
11.11.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'630 CHF | 62'151 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'684 CHF | 65'228 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 49'478 | 48'695 | 63'742 CHF | 63'286 CHF | 98.50% | 98.50% |