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 | 0.90% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'143 CHF | 55'643 CHF | 100.00% | 100.00% |
19.11.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'488 CHF | 53'988 CHF | 100.00% | 100.00% |
18.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'868 CHF | 55'368 CHF | 94.79% | 94.79% |
15.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'672 CHF | 56'172 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'203 CHF | 55'703 CHF | 99.44% | 99.44% |
13.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 49'520 | 52'607 CHF | 52'596 CHF | 98.88% | 98.88% |
12.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'731 CHF | 54'231 CHF | 100.00% | 100.00% |
11.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'017 CHF | 54'517 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'694 CHF | 53'194 CHF | 100.00% | 100.00% |
07.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 48'442 | 53'384 CHF | 52'185 CHF | 99.06% | 99.06% |