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 | 0.75% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'047 CHF | 66'547 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'083 CHF | 65'650 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'083 CHF | 65'623 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'137 CHF | 66'637 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'238 CHF | 66'738 CHF | 99.52% | 99.52% |
13.11.2024 | 0.76% | 1.39 CHF | 1.41 CHF | 50'000 | 50'000 | 49'882 | 49'704 | 70'702 CHF | 70'988 CHF | 99.32% | 99.32% |
12.11.2024 | 0.81% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'701 CHF | 70'269 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'783 CHF | 67'283 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'855 CHF | 66'423 CHF | 100.00% | 100.00% |
07.11.2024 | 0.92% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 49'478 | 48'695 | 62'730 CHF | 62'283 CHF | 98.51% | 98.51% |