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 | 1.22% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'831 CHF | 41'331 CHF | 99.96% | 99.96% |
19.11.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'229 CHF | 38'729 CHF | 99.78% | 99.78% |
18.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'033 CHF | 41'533 CHF | 99.93% | 99.93% |
15.11.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'990 CHF | 47'490 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'684 CHF | 48'184 CHF | 99.55% | 99.55% |
13.11.2024 | 1.16% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'972 CHF | 43'472 CHF | 99.95% | 99.95% |
12.11.2024 | 1.04% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'186 CHF | 48'686 CHF | 99.75% | 99.75% |
11.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'214 CHF | 53'714 CHF | 99.81% | 99.81% |
08.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'286 CHF | 48'786 CHF | 99.86% | 99.86% |
07.11.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'506 CHF | 49'006 CHF | 99.90% | 99.90% |