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 | 1.07% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 52'898 | 50'000 | 52'899 CHF | 50'595 CHF | 100.00% | 100.00% |
19.11.2024 | 1.15% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'810 CHF | 48'730 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 55'849 | 50'000 | 55'480 CHF | 50'222 CHF | 100.00% | 100.00% |
15.11.2024 | 1.14% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 59'690 | 50'000 | 58'159 CHF | 49'281 CHF | 100.00% | 100.00% |
14.11.2024 | 1.11% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 51'082 | 50'000 | 51'331 CHF | 50'823 CHF | 99.52% | 99.52% |
13.11.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 55'746 | 49'700 | 55'454 CHF | 50'034 CHF | 98.35% | 98.35% |
12.11.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'740 CHF | 53'278 CHF | 99.93% | 99.93% |
11.11.2024 | 0.98% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'262 CHF | 55'809 CHF | 100.00% | 100.00% |
08.11.2024 | 1.03% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'255 CHF | 52'798 CHF | 100.00% | 100.00% |
07.11.2024 | 1.10% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 48'695 | 52'503 CHF | 51'701 CHF | 98.50% | 98.50% |