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 | 0.88% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'525 CHF | 57'025 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'527 CHF | 57'027 CHF | 99.40% | 99.40% |
18.11.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'896 CHF | 56'396 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'442 CHF | 54'942 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'127 CHF | 55'627 CHF | 99.52% | 99.52% |
13.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 49'704 | 55'039 CHF | 55'221 CHF | 99.32% | 99.32% |
12.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'171 CHF | 58'671 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'102 CHF | 59'602 CHF | 100.00% | 100.00% |
08.11.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'684 CHF | 57'184 CHF | 100.00% | 100.00% |
07.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 48'703 | 56'506 CHF | 55'547 CHF | 99.13% | 99.13% |