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 | 1.04% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'506 CHF | 54'065 CHF | 100.00% | 100.00% |
19.11.2024 | 1.20% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'227 CHF | 56'903 CHF | 99.40% | 99.40% |
18.11.2024 | 1.01% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'373 CHF | 55'935 CHF | 100.00% | 100.00% |
15.11.2024 | 1.26% | 1.15 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'232 CHF | 54'918 CHF | 100.00% | 100.00% |
14.11.2024 | 1.27% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'142 CHF | 52'807 CHF | 99.52% | 99.52% |
13.11.2024 | 1.16% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'816 | 49'383 | 51'338 CHF | 50'496 CHF | 99.32% | 99.32% |
12.11.2024 | 1.26% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 59'977 | 50'000 | 56'418 CHF | 47'633 CHF | 100.00% | 100.00% |
11.11.2024 | 1.20% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'697 CHF | 48'661 CHF | 100.00% | 100.00% |
08.11.2024 | 1.62% | 0.96 CHF | 0.98 CHF | 60'000 | 50'000 | 59'875 | 50'000 | 58'313 CHF | 49'491 CHF | 100.00% | 100.00% |
07.11.2024 | 1.34% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 50'002 | 48'444 | 51'559 CHF | 50'655 CHF | 99.13% | 99.13% |