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 | 0.87% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 58'095 CHF | 58'595 CHF | 100.00% | 100.00% |
19.11.2024 | 1.08% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'934 CHF | 59'577 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 1.16 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'415 CHF | 58'057 CHF | 100.00% | 100.00% |
15.11.2024 | 1.09% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'385 CHF | 55'992 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'026 CHF | 56'594 CHF | 99.27% | 99.27% |
13.11.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 49'375 | 55'424 CHF | 55'237 CHF | 99.40% | 99.40% |
12.11.2024 | 1.02% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'801 CHF | 60'412 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'205 CHF | 64'748 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'475 CHF | 65'124 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 63'116 CHF | 63'708 CHF | 99.06% | 99.06% |