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 | 0.88% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'784 CHF | 61'319 CHF | 100.00% | 100.00% |
19.11.2024 | 0.96% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'466 CHF | 64'077 CHF | 99.40% | 99.40% |
18.11.2024 | 0.84% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'575 CHF | 63'104 CHF | 100.00% | 100.00% |
15.11.2024 | 1.16% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'467 CHF | 62'183 CHF | 100.00% | 100.00% |
14.11.2024 | 1.31% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'341 CHF | 60'126 CHF | 99.52% | 99.52% |
13.11.2024 | 0.97% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 49'383 | 57'762 CHF | 57'611 CHF | 99.32% | 99.32% |
12.11.2024 | 1.01% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'344 CHF | 54'897 CHF | 100.00% | 100.00% |
11.11.2024 | 1.07% | 1.10 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'298 CHF | 55'893 CHF | 100.00% | 100.00% |
08.11.2024 | 1.25% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'991 CHF | 56'698 CHF | 100.00% | 100.00% |
07.11.2024 | 1.21% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 48'444 | 58'807 CHF | 57'700 CHF | 99.13% | 99.13% |