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 | 0.70% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'360 CHF | 71'860 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'040 CHF | 62'540 CHF | 99.91% | 99.91% |
18.11.2024 | 0.74% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'497 CHF | 67'997 CHF | 99.90% | 99.90% |
15.11.2024 | 0.70% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'134 CHF | 71'634 CHF | 100.00% | 100.00% |
14.11.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'302 CHF | 77'802 CHF | 100.00% | 100.00% |
13.11.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'789 CHF | 75'289 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'614 CHF | 98'114 CHF | 99.70% | 99.70% |
11.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'792 CHF | 104'292 CHF | 99.91% | 99.91% |
08.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'476 CHF | 91'976 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'326 CHF | 99'826 CHF | 99.91% | 99.91% |