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 | 1.35% | 1.64 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'624 CHF | 85'773 CHF | 99.64% | 99.64% |
19.11.2024 | 0.93% | 1.47 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'554 CHF | 73'229 CHF | 96.66% | 96.66% |
18.11.2024 | 1.08% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 47'794 | 44'486 | 71'039 CHF | 66'760 CHF | 100.00% | 100.00% |
15.11.2024 | 1.03% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'867 CHF | 77'662 CHF | 97.65% | 97.65% |
14.11.2024 | 1.47% | 1.57 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'303 CHF | 80'478 CHF | 99.42% | 99.42% |
13.11.2024 | 1.42% | 1.63 CHF | 1.65 CHF | 50'000 | 50'000 | 49'774 | 49'435 | 81'715 CHF | 82'313 CHF | 98.22% | 98.22% |
12.11.2024 | 1.35% | 1.64 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'267 CHF | 88'449 CHF | 99.54% | 99.54% |
11.11.2024 | 1.28% | 1.84 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'028 CHF | 93'213 CHF | 100.00% | 100.00% |
08.11.2024 | 1.36% | 1.73 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'865 CHF | 86'025 CHF | 96.69% | 96.69% |
07.11.2024 | 1.42% | 1.72 CHF | 1.74 CHF | 50'000 | 50'000 | 49'481 | 48'702 | 85'227 CHF | 85'130 CHF | 99.02% | 99.02% |