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 | 1.54% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'942 CHF | 61'885 CHF | 100.00% | 100.00% |
19.11.2024 | 1.63% | 1.15 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'697 CHF | 58'645 CHF | 100.00% | 100.00% |
18.11.2024 | 1.59% | 1.16 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'813 CHF | 59'754 CHF | 100.00% | 100.00% |
15.11.2024 | 1.23% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'114 CHF | 60'855 CHF | 99.99% | 99.99% |
14.11.2024 | 1.48% | 1.25 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'351 CHF | 63'279 CHF | 99.52% | 99.52% |
13.11.2024 | 1.49% | 1.23 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 49'383 | 61'132 CHF | 61'281 CHF | 99.32% | 99.32% |
12.11.2024 | 1.30% | 1.21 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'700 CHF | 61'491 CHF | 100.00% | 100.00% |
11.11.2024 | 1.33% | 1.23 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'983 CHF | 63'827 CHF | 100.00% | 100.00% |
08.11.2024 | 1.25% | 1.20 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'154 CHF | 60'911 CHF | 100.00% | 100.00% |
07.11.2024 | 1.45% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 48'444 | 60'005 CHF | 59'004 CHF | 99.12% | 99.12% |