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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.10% | 1.85 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'284 CHF | 91'284 CHF | 99.49% | 99.49% |
20.11.2024 | 1.19% | 1.69 CHF | 1.71 CHF | 50'000 | 50'000 | 51'575 | 51'575 | 85'908 CHF | 86'939 CHF | 99.99% | 99.99% |
19.11.2024 | 1.16% | 1.62 CHF | 1.64 CHF | 60'000 | 60'000 | 52'163 | 52'163 | 89'746 CHF | 90'790 CHF | 88.47% | 93.30% |
18.11.2024 | 1.05% | 1.92 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'931 CHF | 95'931 CHF | 100.00% | 100.00% |
15.11.2024 | 1.04% | 1.90 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'912 CHF | 96'912 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 1.99 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'545 CHF | 99'545 CHF | 100.00% | 100.00% |
13.11.2024 | 1.04% | 1.96 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'740 CHF | 96'740 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 2.04 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'017 CHF | 105'017 CHF | 100.00% | 100.00% |
11.11.2024 | 0.91% | 2.13 CHF | 2.15 CHF | 50'000 | 50'000 | 49'996 | 49'996 | 108'901 CHF | 109'901 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 2.10 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'056 CHF | 105'056 CHF | 100.00% | 100.00% |