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 | 2.13% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 51'820 | 50'000 | 52'485 CHF | 51'780 CHF | 100.00% | 100.00% |
19.11.2024 | 2.32% | 0.99 CHF | 1.01 CHF | 60'000 | 50'000 | 59'621 | 50'000 | 58'186 CHF | 49'951 CHF | 93.01% | 93.01% |
18.11.2024 | 2.53% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 51'131 | 43'384 | 51'478 CHF | 44'613 CHF | 100.00% | 100.00% |
15.11.2024 | 2.02% | 1.04 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'183 CHF | 53'247 CHF | 100.00% | 100.00% |
14.11.2024 | 2.09% | 1.05 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'914 CHF | 54'034 CHF | 99.27% | 99.27% |
13.11.2024 | 2.15% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 49'375 | 51'640 CHF | 52'107 CHF | 99.40% | 99.40% |
12.11.2024 | 2.05% | 1.06 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'834 CHF | 55'967 CHF | 100.00% | 100.00% |
11.11.2024 | 2.09% | 1.13 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'566 CHF | 57'758 CHF | 100.00% | 100.00% |
08.11.2024 | 2.17% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'243 CHF | 54'411 CHF | 20.49% | 20.49% |
07.11.2024 | 2.12% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 48'743 | 53'445 CHF | 53'252 CHF | 99.06% | 99.06% |