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 | 0.57% | 1.93 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'674 CHF | 96'223 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'781 CHF | 95'281 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'741 CHF | 95'241 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'838 CHF | 96'391 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'936 CHF | 96'436 CHF | 99.52% | 99.52% |
13.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 49'763 | 49'704 | 100'114 CHF | 100'500 CHF | 99.32% | 99.32% |
12.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'413 CHF | 99'913 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'490 CHF | 96'990 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'585 CHF | 96'121 CHF | 100.00% | 100.00% |
07.11.2024 | 0.63% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 48'956 | 48'695 | 91'138 CHF | 91'209 CHF | 98.51% | 98.51% |