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 | 0.95% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'226 CHF | 52'726 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'256 CHF | 52'756 CHF | 99.40% | 99.40% |
18.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'617 CHF | 52'117 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 52'770 | 50'000 | 52'773 CHF | 50'530 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'758 CHF | 51'258 CHF | 99.52% | 99.52% |
13.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'892 | 49'704 | 51'636 CHF | 50'958 CHF | 99.32% | 99.32% |
12.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'829 CHF | 54'329 CHF | 100.00% | 100.00% |
11.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'839 CHF | 55'339 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'509 CHF | 53'009 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 48'703 | 52'097 CHF | 51'253 CHF | 99.13% | 99.13% |