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 | 0.86% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 57'896 CHF | 58'392 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 49'522 | 49'522 | 56'416 CHF | 56'912 CHF | 98.74% | 98.74% |
18.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 51'605 CHF | 52'101 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'720 CHF | 54'220 CHF | 71.60% | 71.60% |
14.11.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 56'884 CHF | 57'380 CHF | 100.00% | 100.00% |
13.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 60'263 CHF | 60'759 CHF | 99.82% | 99.82% |
12.11.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 60'565 CHF | 61'061 CHF | 100.00% | 100.00% |
11.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 49'460 | 49'460 | 55'672 CHF | 56'167 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 54'657 CHF | 55'153 CHF | 100.00% | 100.00% |
07.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 43'577 CHF | 44'073 CHF | 100.00% | 100.00% |