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 | 2.06% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'973 CHF | 54'077 CHF | 100.00% | 100.00% |
19.11.2024 | 1.89% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'563 | 50'000 | 51'773 CHF | 52'192 CHF | 100.00% | 100.00% |
18.11.2024 | 2.45% | 1.06 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 43'384 | 52'660 CHF | 46'662 CHF | 100.00% | 100.00% |
15.11.2024 | 1.95% | 1.08 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'096 CHF | 55'161 CHF | 100.00% | 100.00% |
14.11.2024 | 2.06% | 1.08 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'824 CHF | 55'966 CHF | 99.27% | 99.27% |
13.11.2024 | 2.21% | 1.07 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 49'375 | 53'752 CHF | 54'266 CHF | 99.40% | 99.40% |
12.11.2024 | 2.28% | 1.10 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'595 CHF | 57'901 CHF | 100.00% | 100.00% |
11.11.2024 | 1.98% | 1.17 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'553 CHF | 59'723 CHF | 100.00% | 100.00% |
08.11.2024 | 2.22% | 1.11 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'927 CHF | 56'159 CHF | 100.00% | 100.00% |
07.11.2024 | 2.12% | 1.11 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 48'743 | 55'484 CHF | 55'271 CHF | 99.06% | 99.06% |