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 | 0.99% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 52'626 | 50'000 | 52'803 CHF | 50'726 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 51'886 | 50'000 | 52'123 CHF | 50'756 CHF | 99.40% | 99.40% |
18.11.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 56'740 | 50'000 | 56'179 CHF | 50'048 CHF | 100.00% | 100.00% |
15.11.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'596 CHF | 48'497 CHF | 100.00% | 100.00% |
14.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'477 CHF | 49'231 CHF | 99.52% | 99.52% |
13.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 58'688 | 49'704 | 57'192 CHF | 48'970 CHF | 99.32% | 99.32% |
12.11.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'829 CHF | 52'329 CHF | 100.00% | 100.00% |
11.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'839 CHF | 53'339 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 53'356 | 50'000 | 53'813 CHF | 50'991 CHF | 100.00% | 100.00% |
07.11.2024 | 1.05% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 51'150 | 48'703 | 51'191 CHF | 49'260 CHF | 99.13% | 99.13% |