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% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'809 CHF | 57'309 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'778 CHF | 59'278 CHF | 99.91% | 99.91% |
18.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'992 CHF | 56'492 CHF | 99.82% | 99.82% |
15.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'347 CHF | 55'847 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'619 CHF | 58'119 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'199 CHF | 60'699 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'969 CHF | 60'469 CHF | 99.67% | 99.67% |
11.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'046 CHF | 55'546 CHF | 99.85% | 99.85% |
08.11.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'356 | 50'356 | 54'725 CHF | 55'228 CHF | 100.00% | 100.00% |
07.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 71'080 | 71'080 | 68'301 CHF | 69'012 CHF | 99.82% | 99.82% |