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 | 1.09% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'786 CHF | 46'286 CHF | 99.46% | 99.46% |
19.11.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'875 CHF | 47'375 CHF | 100.00% | 100.00% |
18.11.2024 | 1.16% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'889 CHF | 43'389 CHF | 99.29% | 99.29% |
15.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'472 CHF | 38'972 CHF | 100.00% | 100.00% |
14.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 49'999 | 50'000 | 32'781 CHF | 33'281 CHF | 100.00% | 100.00% |
13.11.2024 | 1.32% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 49'932 | 50'000 | 37'517 CHF | 38'069 CHF | 100.00% | 100.00% |
12.11.2024 | 1.23% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'418 CHF | 40'918 CHF | 99.79% | 99.79% |
11.11.2024 | 0.98% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'818 CHF | 51'318 CHF | 99.77% | 99.77% |
08.11.2024 | 0.93% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'471 CHF | 53'971 CHF | 99.16% | 99.16% |
07.11.2024 | 0.92% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'223 CHF | 54'723 CHF | 100.00% | 100.00% |