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 | 0.94% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'700 CHF | 53'200 CHF | 99.45% | 99.45% |
19.11.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'758 CHF | 54'258 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'815 CHF | 50'315 CHF | 99.29% | 99.29% |
15.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 49'999 | 45'413 CHF | 45'912 CHF | 100.00% | 100.00% |
14.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 49'999 | 39'741 CHF | 40'240 CHF | 100.00% | 100.00% |
13.11.2024 | 1.12% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'483 CHF | 44'983 CHF | 100.00% | 100.00% |
12.11.2024 | 1.05% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'297 CHF | 47'797 CHF | 99.83% | 99.83% |
11.11.2024 | 0.86% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'682 CHF | 58'182 CHF | 99.77% | 99.77% |
08.11.2024 | 0.83% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'269 CHF | 60'769 CHF | 99.10% | 99.10% |
07.11.2024 | 0.82% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'041 CHF | 61'541 CHF | 99.96% | 99.96% |