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 | 0.67% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'085 CHF | 74'585 CHF | 100.00% | 100.00% |
19.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'948 CHF | 75'448 CHF | 98.03% | 98.03% |
18.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 17'874 | 17'869 | 27'447 CHF | 27'618 CHF | 99.89% | 99.89% |
15.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 100.00% | 100.00% |
14.11.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 1 | 1 | 1 | 1 | 2 CHF | 2 CHF | 100.00% | 100.00% |
13.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 1 | 1 | 1 | 1 | 2 CHF | 2 CHF | 100.00% | 100.00% |
12.11.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 1 | 1 | 1 | 1 | 2 CHF | 2 CHF | 99.72% | 99.72% |
11.11.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 1 | 1 | 1 | 1 | 2 CHF | 2 CHF | 99.91% | 99.91% |
08.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 1 | 1 | 1 | 1 | 2 CHF | 2 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 1 | 1 | 1 | 1 | 2 CHF | 2 CHF | 99.91% | 99.91% |