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 | 0.90% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'137 CHF | 55'637 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'588 CHF | 56'088 CHF | 99.74% | 99.74% |
18.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'990 CHF | 54'490 CHF | 99.90% | 99.90% |
15.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'026 CHF | 53'526 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'741 CHF | 52'241 CHF | 100.00% | 100.00% |
13.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'650 CHF | 53'150 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'443 | 50'443 | 51'274 CHF | 51'778 CHF | 99.70% | 99.70% |
11.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'696 CHF | 73'446 CHF | 99.84% | 99.84% |
08.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'929 CHF | 73'679 CHF | 100.00% | 100.00% |
07.11.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'947 CHF | 69'697 CHF | 99.86% | 99.86% |