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 | 0.81% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 49'531 | 49'528 | 61'236 CHF | 61'729 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 49'524 | 49'522 | 62'298 CHF | 62'791 CHF | 98.69% | 98.69% |
18.11.2024 | 0.85% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 49'532 | 49'530 | 58'441 CHF | 58'934 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'616 CHF | 55'116 CHF | 70.86% | 70.86% |
14.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 48'508 CHF | 49'004 CHF | 100.00% | 100.00% |
13.11.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 53'045 CHF | 53'541 CHF | 99.81% | 99.81% |
12.11.2024 | 0.89% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 55'875 CHF | 56'371 CHF | 100.00% | 100.00% |
11.11.2024 | 0.75% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 66'133 CHF | 66'628 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 68'444 CHF | 68'940 CHF | 100.00% | 100.00% |
07.11.2024 | 0.72% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 69'386 CHF | 69'882 CHF | 100.00% | 100.00% |