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 | 0.94% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'035 CHF | 53'535 CHF | 99.00% | 99.00% |
19.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'468 CHF | 52'968 CHF | 100.00% | 100.00% |
18.11.2024 | 1.21% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'614 CHF | 56'292 CHF | 100.00% | 100.00% |
15.11.2024 | 1.23% | 1.15 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'237 CHF | 57'948 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'392 CHF | 58'039 CHF | 99.22% | 99.22% |
13.11.2024 | 1.25% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 49'710 | 55'687 CHF | 56'063 CHF | 99.36% | 99.36% |
12.11.2024 | 0.83% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'071 CHF | 60'571 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'018 CHF | 63'518 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'747 CHF | 60'324 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 48'696 | 58'467 CHF | 57'556 CHF | 98.73% | 98.73% |