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 | 1.02% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'845 CHF | 49'345 CHF | 99.97% | 99.97% |
19.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'521 CHF | 50'021 CHF | 99.79% | 99.79% |
18.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'302 CHF | 48'802 CHF | 99.95% | 99.95% |
15.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'645 CHF | 47'145 CHF | 100.00% | 100.00% |
14.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'679 CHF | 47'179 CHF | 99.49% | 99.49% |
13.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'140 CHF | 40'640 CHF | 99.95% | 99.95% |
12.11.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'077 CHF | 39'577 CHF | 99.82% | 99.82% |
11.11.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'174 CHF | 37'674 CHF | 99.83% | 99.83% |
08.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'394 CHF | 37'894 CHF | 99.87% | 99.87% |
07.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'147 CHF | 33'647 CHF | 99.60% | 99.60% |