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 | 56'510 CHF | 57'010 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'502 CHF | 59'002 CHF | 99.90% | 99.90% |
18.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'682 CHF | 56'182 CHF | 99.84% | 99.84% |
15.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'057 CHF | 55'557 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'314 CHF | 57'814 CHF | 99.99% | 99.99% |
13.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'900 CHF | 60'400 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'748 CHF | 60'248 CHF | 99.69% | 99.69% |
11.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'765 CHF | 55'265 CHF | 99.85% | 99.85% |
08.11.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'356 | 50'356 | 54'485 CHF | 54'989 CHF | 100.00% | 100.00% |
07.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 71'598 | 71'598 | 68'247 CHF | 68'963 CHF | 99.84% | 99.84% |