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% | 1.91 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'065 CHF | 96'784 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 1.95 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'849 CHF | 99'466 CHF | 99.40% | 99.40% |
18.11.2024 | 0.63% | 1.95 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'904 CHF | 98'519 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'918 CHF | 97'467 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 1.89 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'807 CHF | 95'341 CHF | 99.52% | 99.52% |
13.11.2024 | 0.71% | 1.89 CHF | 1.91 CHF | 50'000 | 50'000 | 49'554 | 49'383 | 92'287 CHF | 92'622 CHF | 99.32% | 99.32% |
12.11.2024 | 0.79% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'633 CHF | 90'344 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'661 CHF | 91'299 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 1.81 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'287 CHF | 92'074 CHF | 100.00% | 100.00% |
07.11.2024 | 0.66% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 48'963 | 48'444 | 92'293 CHF | 91'912 CHF | 99.13% | 99.13% |