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% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 64'115 CHF | 64'677 CHF | 100.00% | 100.00% |
19.11.2024 | 0.92% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'077 CHF | 65'678 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'620 CHF | 64'120 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'599 CHF | 62'099 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'258 CHF | 62'758 CHF | 99.27% | 99.27% |
13.11.2024 | 0.90% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 49'375 | 61'525 CHF | 61'304 CHF | 99.40% | 99.40% |
12.11.2024 | 0.96% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'933 CHF | 66'567 CHF | 100.00% | 100.00% |
11.11.2024 | 0.90% | 1.39 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'248 CHF | 70'881 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'624 CHF | 71'186 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 69'019 CHF | 69'509 CHF | 99.06% | 99.06% |