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 | 0.73% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'950 CHF | 68'450 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'946 CHF | 70'446 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'321 CHF | 69'821 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'759 CHF | 68'259 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'078 CHF | 69'578 CHF | 100.00% | 100.00% |
13.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'555 CHF | 71'055 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'819 CHF | 69'319 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'513 CHF | 66'013 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'251 CHF | 66'751 CHF | 100.00% | 100.00% |
07.11.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'621 CHF | 67'121 CHF | 100.00% | 100.00% |