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 | 0.99% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 55'182 | 55'182 | 55'188 CHF | 55'739 CHF | 99.36% | 99.36% |
20.11.2024 | 0.95% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'204 | 50'204 | 52'519 CHF | 53'021 CHF | 99.37% | 99.37% |
19.11.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 70'052 CHF | 70'789 CHF | 99.27% | 99.27% |
18.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 58'653 | 58'653 | 58'416 CHF | 59'002 CHF | 99.25% | 99.25% |
15.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 55'814 | 55'814 | 55'879 CHF | 56'437 CHF | 99.37% | 99.37% |
14.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'676 | 50'676 | 51'968 CHF | 52'475 CHF | 99.39% | 99.39% |
13.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 51'308 | 51'308 | 52'611 CHF | 53'124 CHF | 99.36% | 99.36% |
12.11.2024 | 0.94% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'881 CHF | 53'381 CHF | 99.05% | 99.05% |
11.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'185 | 50'185 | 55'923 CHF | 56'424 CHF | 99.27% | 99.27% |
08.11.2024 | 1.12% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'768 CHF | 67'518 CHF | 99.38% | 99.38% |