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 | 1.00% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'182 CHF | 53'717 CHF | 100.00% | 100.00% |
19.11.2024 | 1.21% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 51'009 | 50'000 | 51'480 CHF | 51'097 CHF | 99.40% | 99.40% |
18.11.2024 | 1.13% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'084 | 50'000 | 51'565 CHF | 52'065 CHF | 100.00% | 100.00% |
15.11.2024 | 1.29% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 51'418 | 50'000 | 54'010 CHF | 53'292 CHF | 100.00% | 100.00% |
14.11.2024 | 1.24% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'693 CHF | 55'374 CHF | 99.52% | 99.52% |
13.11.2024 | 0.98% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 49'383 | 56'674 CHF | 56'518 CHF | 99.32% | 99.32% |
12.11.2024 | 0.92% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'103 CHF | 60'657 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'107 CHF | 59'702 CHF | 100.00% | 100.00% |
08.11.2024 | 1.20% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'509 CHF | 59'213 CHF | 100.00% | 100.00% |
07.11.2024 | 1.24% | 1.13 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 48'444 | 55'745 CHF | 54'641 CHF | 99.13% | 99.13% |