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 | 0.68% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'464 CHF | 73'964 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'501 CHF | 73'058 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'501 CHF | 73'064 CHF | 100.00% | 100.00% |
15.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'573 CHF | 74'073 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'644 CHF | 74'144 CHF | 99.52% | 99.52% |
13.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 49'882 | 49'704 | 78'125 CHF | 78'351 CHF | 99.32% | 99.32% |
12.11.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'168 CHF | 77'668 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'216 CHF | 74'741 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'283 CHF | 73'832 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 49'478 | 48'695 | 70'124 CHF | 69'500 CHF | 98.51% | 98.51% |