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 | 1.18% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'942 CHF | 65'715 CHF | 100.00% | 100.00% |
19.11.2024 | 1.53% | 1.23 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'697 CHF | 62'645 CHF | 100.00% | 100.00% |
18.11.2024 | 1.49% | 1.24 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'813 CHF | 63'754 CHF | 100.00% | 100.00% |
15.11.2024 | 1.41% | 1.26 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'855 CHF | 64'763 CHF | 99.99% | 99.99% |
14.11.2024 | 1.35% | 1.33 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'279 CHF | 67'183 CHF | 99.52% | 99.52% |
13.11.2024 | 1.23% | 1.31 CHF | 1.33 CHF | 50'000 | 50'000 | 49'777 | 49'383 | 64'842 CHF | 65'122 CHF | 99.32% | 99.32% |
12.11.2024 | 1.22% | 1.29 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'700 CHF | 65'491 CHF | 100.00% | 100.00% |
11.11.2024 | 1.25% | 1.31 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'983 CHF | 67'827 CHF | 100.00% | 100.00% |
08.11.2024 | 1.17% | 1.28 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'154 CHF | 64'911 CHF | 100.00% | 100.00% |
07.11.2024 | 1.35% | 1.26 CHF | 1.28 CHF | 50'000 | 50'000 | 49'494 | 48'444 | 63'370 CHF | 62'878 CHF | 99.12% | 99.12% |