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 | 1.03% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 48'230 CHF | 48'726 CHF | 100.00% | 100.00% |
19.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 49'522 | 49'522 | 46'758 CHF | 47'254 CHF | 98.74% | 98.74% |
18.11.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 41'925 CHF | 42'421 CHF | 100.00% | 100.00% |
15.11.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'945 CHF | 44'445 CHF | 71.52% | 71.52% |
14.11.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 47'235 CHF | 47'731 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 50'626 CHF | 51'122 CHF | 99.81% | 99.81% |
12.11.2024 | 0.98% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 50'918 CHF | 51'414 CHF | 100.00% | 100.00% |
11.11.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 49'466 | 49'466 | 45'994 CHF | 46'490 CHF | 100.00% | 100.00% |
08.11.2024 | 1.11% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 44'998 CHF | 45'494 CHF | 100.00% | 100.00% |
07.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 33'913 CHF | 34'409 CHF | 100.00% | 100.00% |