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 | 1.10% | 1.38 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'155 CHF | 71'942 CHF | 100.00% | 100.00% |
19.11.2024 | 1.19% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'881 CHF | 68'697 CHF | 100.00% | 100.00% |
18.11.2024 | 1.07% | 1.36 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'067 CHF | 69'813 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 1.38 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'114 CHF | 70'855 CHF | 99.99% | 99.99% |
14.11.2024 | 1.15% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'440 CHF | 73'279 CHF | 99.52% | 99.52% |
13.11.2024 | 1.11% | 1.43 CHF | 1.45 CHF | 50'000 | 50'000 | 49'777 | 49'383 | 70'936 CHF | 71'158 CHF | 99.32% | 99.32% |
12.11.2024 | 1.26% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'800 CHF | 71'700 CHF | 100.00% | 100.00% |
11.11.2024 | 1.20% | 1.43 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'101 CHF | 73'983 CHF | 100.00% | 100.00% |
08.11.2024 | 1.26% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'267 CHF | 71'154 CHF | 100.00% | 100.00% |
07.11.2024 | 1.35% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 49'481 | 48'444 | 69'371 CHF | 68'849 CHF | 99.12% | 99.12% |