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 | 1.83% | 1.06 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'008 CHF | 55'008 CHF | 100.00% | 100.00% |
19.11.2024 | 1.88% | 1.05 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'653 CHF | 53'653 CHF | 100.00% | 100.00% |
18.11.2024 | 2.10% | 1.06 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 43'384 | 52'237 CHF | 46'276 CHF | 100.00% | 100.00% |
15.11.2024 | 1.97% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 52'397 | 50'000 | 52'688 CHF | 51'325 CHF | 100.00% | 100.00% |
14.11.2024 | 2.05% | 0.99 CHF | 1.01 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'786 CHF | 49'150 CHF | 99.27% | 99.27% |
13.11.2024 | 1.99% | 0.96 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 49'436 | 57'801 CHF | 48'579 CHF | 99.40% | 99.40% |
12.11.2024 | 2.00% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 56'990 | 50'000 | 56'471 CHF | 50'568 CHF | 100.00% | 100.00% |
11.11.2024 | 1.92% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'533 CHF | 52'533 CHF | 100.00% | 100.00% |
08.11.2024 | 2.00% | 1.00 CHF | 1.02 CHF | 50'000 | 50'000 | 56'621 | 50'000 | 55'934 CHF | 50'430 CHF | 100.00% | 100.00% |
07.11.2024 | 2.00% | 1.00 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 48'746 | 50'795 CHF | 50'466 CHF | 99.05% | 99.05% |