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 | 0.74% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'447 CHF | 67'947 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'071 CHF | 67'571 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'932 CHF | 68'432 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 81'133 CHF | 81'733 CHF | 100.00% | 100.00% |
14.11.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 73'353 CHF | 73'953 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 72'257 CHF | 72'857 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 69'887 CHF | 70'487 CHF | 100.00% | 100.00% |
11.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 67'478 CHF | 68'078 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 67'472 CHF | 68'072 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 68'937 CHF | 69'537 CHF | 100.00% | 100.00% |