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 | 1.16% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'780 CHF | 43'280 CHF | 99.73% | 99.73% |
19.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'945 CHF | 43'445 CHF | 99.92% | 99.92% |
18.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'578 CHF | 45'078 CHF | 100.00% | 100.00% |
15.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'903 CHF | 46'403 CHF | 100.00% | 100.00% |
14.11.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'098 CHF | 46'598 CHF | 100.00% | 100.00% |
13.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'086 CHF | 45'586 CHF | 99.93% | 99.93% |
12.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'203 CHF | 46'703 CHF | 100.00% | 100.00% |
11.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'525 CHF | 49'025 CHF | 99.67% | 99.67% |
08.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'205 CHF | 48'705 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'782 CHF | 51'282 CHF | 99.70% | 99.70% |