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 | 0.91% | 1.05 CHF | 1.06 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 54'883 CHF | 22'153 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 52'262 CHF | 21'105 CHF | 100.00% | 100.00% |
18.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 52'520 CHF | 21'208 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 55'430 CHF | 22'372 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 1.19 CHF | 1.20 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 56'670 CHF | 22'868 CHF | 99.44% | 99.44% |
13.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50'000 | 20'000 | 51'236 | 19'804 | 52'610 CHF | 20'561 CHF | 98.88% | 98.88% |
12.11.2024 | 0.90% | 1.06 CHF | 1.07 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 55'553 CHF | 22'421 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 50'000 | 20'000 | 41'229 | 20'000 | 51'827 CHF | 25'352 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 50'000 | 20'000 | 47'272 | 20'000 | 57'584 CHF | 24'612 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 40'000 | 20'000 | 40'000 | 19'351 | 53'825 CHF | 26'254 CHF | 99.06% | 99.06% |