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 | 1.04% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'031 CHF | 48'531 CHF | 99.96% | 99.96% |
19.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'813 CHF | 49'313 CHF | 99.78% | 99.78% |
18.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'356 CHF | 49'856 CHF | 99.93% | 99.93% |
15.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'981 CHF | 49'481 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'764 CHF | 50'264 CHF | 99.54% | 99.54% |
13.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'059 CHF | 51'559 CHF | 99.97% | 99.97% |
12.11.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'910 CHF | 48'410 CHF | 99.83% | 99.83% |
11.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'487 CHF | 44'987 CHF | 99.82% | 99.82% |
08.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'112 CHF | 45'612 CHF | 99.82% | 99.82% |
07.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'882 CHF | 45'382 CHF | 99.89% | 99.89% |