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 | 0.79% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'191 CHF | 69'736 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'174 CHF | 71'699 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'612 CHF | 70'157 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'472 CHF | 71'024 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'740 CHF | 69'304 CHF | 99.52% | 99.52% |
13.11.2024 | 0.79% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 49'880 | 49'700 | 69'089 CHF | 69'385 CHF | 98.35% | 98.35% |
12.11.2024 | 0.91% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'362 CHF | 66'967 CHF | 99.93% | 99.93% |
11.11.2024 | 0.91% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'977 CHF | 64'560 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'006 CHF | 67'549 CHF | 100.00% | 100.00% |
07.11.2024 | 0.85% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 49'478 | 48'695 | 66'057 CHF | 65'553 CHF | 98.50% | 98.50% |