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 | 1.00% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'442 CHF | 64'083 CHF | 99.64% | 99.64% |
19.11.2024 | 1.29% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'132 | 50'000 | 52'657 CHF | 53'208 CHF | 96.67% | 96.67% |
18.11.2024 | 1.50% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 44'486 | 54'158 CHF | 48'828 CHF | 100.00% | 100.00% |
15.11.2024 | 1.15% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'459 CHF | 57'114 CHF | 97.65% | 97.65% |
14.11.2024 | 1.14% | 1.16 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'716 CHF | 59'389 CHF | 99.42% | 99.42% |
13.11.2024 | 1.12% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 49'435 | 61'240 CHF | 61'229 CHF | 98.22% | 98.22% |
12.11.2024 | 1.06% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'001 CHF | 66'705 CHF | 99.54% | 99.54% |
11.11.2024 | 0.96% | 1.41 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'345 CHF | 71'025 CHF | 100.00% | 100.00% |
08.11.2024 | 1.08% | 1.30 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'666 CHF | 64'360 CHF | 96.69% | 96.69% |
07.11.2024 | 1.06% | 1.29 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 48'702 | 64'829 CHF | 63'895 CHF | 99.02% | 99.02% |