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 | 0.95% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'487 | 50'487 | 53'121 CHF | 53'625 CHF | 99.83% | 99.83% |
19.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'142 CHF | 72'892 CHF | 99.85% | 99.85% |
18.11.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 63'279 | 63'279 | 62'994 CHF | 63'627 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 52'425 | 52'427 | 54'639 CHF | 55'166 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'574 | 50'574 | 50'996 CHF | 51'502 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 64'659 | 64'659 | 64'272 CHF | 64'918 CHF | 99.96% | 99.96% |
12.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 51'755 | 51'755 | 53'426 CHF | 53'943 CHF | 100.00% | 100.00% |
11.11.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'770 CHF | 56'270 CHF | 99.78% | 99.78% |
08.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'777 CHF | 53'277 CHF | 100.00% | 100.00% |
07.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'870 | 50'870 | 52'535 CHF | 53'044 CHF | 99.69% | 99.69% |