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 | 1.06% | 1.34 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'565 CHF | 68'283 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'291 CHF | 70'903 CHF | 99.40% | 99.40% |
18.11.2024 | 0.81% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'373 CHF | 69'935 CHF | 100.00% | 100.00% |
15.11.2024 | 1.06% | 1.43 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'232 CHF | 68'956 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.32 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'307 CHF | 66'841 CHF | 99.52% | 99.52% |
13.11.2024 | 0.92% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 49'777 | 49'383 | 64'247 CHF | 64'325 CHF | 99.32% | 99.32% |
12.11.2024 | 0.97% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'035 CHF | 61'633 CHF | 100.00% | 100.00% |
11.11.2024 | 0.93% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'081 CHF | 62'661 CHF | 100.00% | 100.00% |
08.11.2024 | 1.12% | 1.24 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'787 CHF | 63'491 CHF | 100.00% | 100.00% |
07.11.2024 | 1.06% | 1.29 CHF | 1.31 CHF | 50'000 | 50'000 | 49'481 | 48'444 | 64'893 CHF | 64'220 CHF | 99.13% | 99.13% |