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% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'980 CHF | 57'480 CHF | 99.00% | 99.00% |
19.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'434 CHF | 56'934 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'531 CHF | 60'114 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'152 CHF | 61'737 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.22 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'330 CHF | 61'892 CHF | 99.22% | 99.22% |
13.11.2024 | 0.95% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 49'710 | 59'627 CHF | 59'849 CHF | 99.36% | 99.36% |
12.11.2024 | 0.78% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'889 CHF | 64'389 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'884 CHF | 67'384 CHF | 100.00% | 100.00% |
08.11.2024 | 1.12% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'535 CHF | 64'247 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 1.30 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 48'696 | 62'375 CHF | 61'403 CHF | 98.73% | 98.73% |