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 | 1.03% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 54'717 CHF | 55'279 CHF | 100.00% | 100.00% |
19.11.2024 | 1.06% | 1.11 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'678 CHF | 56'272 CHF | 100.00% | 100.00% |
18.11.2024 | 1.09% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'120 CHF | 54'713 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'099 CHF | 52'629 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 1.08 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'758 CHF | 53'310 CHF | 99.27% | 99.27% |
13.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 49'375 | 52'072 CHF | 51'923 CHF | 99.40% | 99.40% |
12.11.2024 | 1.12% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'433 CHF | 57'067 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'881 CHF | 61'396 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'186 CHF | 61'786 CHF | 100.00% | 100.00% |
07.11.2024 | 1.12% | 1.22 CHF | 1.24 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 59'909 CHF | 60'549 CHF | 99.06% | 99.06% |