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 | 1.01% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 61'414 CHF | 62'032 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'317 CHF | 62'922 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'756 CHF | 61'360 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'747 CHF | 59'247 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'455 CHF | 59'955 CHF | 99.27% | 99.27% |
13.11.2024 | 1.07% | 1.17 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 49'375 | 58'754 CHF | 58'644 CHF | 99.40% | 99.40% |
12.11.2024 | 0.91% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'223 CHF | 63'801 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'505 CHF | 68'036 CHF | 100.00% | 100.00% |
08.11.2024 | 0.86% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'840 CHF | 68'426 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 66'446 CHF | 66'938 CHF | 99.06% | 99.06% |