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% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'926 CHF | 63'426 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'957 CHF | 62'501 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'001 CHF | 62'501 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'051 CHF | 63'551 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'119 CHF | 63'619 CHF | 99.52% | 99.52% |
13.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 49'882 | 49'704 | 67'611 CHF | 67'874 CHF | 99.32% | 99.32% |
12.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'600 CHF | 67'100 CHF | 100.00% | 100.00% |
11.11.2024 | 0.89% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'647 CHF | 64'216 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'738 CHF | 63'283 CHF | 100.00% | 100.00% |
07.11.2024 | 0.88% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 48'695 | 60'326 CHF | 59'231 CHF | 98.51% | 98.51% |