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 | 1.47% | 1.39 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'755 CHF | 73'828 CHF | 100.00% | 100.00% |
19.11.2024 | 1.46% | 1.41 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'995 CHF | 73'055 CHF | 100.00% | 100.00% |
18.11.2024 | 1.55% | 1.36 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'877 CHF | 68'939 CHF | 100.00% | 100.00% |
15.11.2024 | 1.56% | 1.36 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'044 CHF | 69'113 CHF | 100.00% | 100.00% |
14.11.2024 | 1.54% | 1.37 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'891 CHF | 68'945 CHF | 96.31% | 96.31% |
13.11.2024 | 1.59% | 1.34 CHF | 1.36 CHF | 50'000 | 50'000 | 49'774 | 49'435 | 65'289 CHF | 65'875 CHF | 99.40% | 99.40% |
12.11.2024 | 1.52% | 1.36 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'205 CHF | 69'250 CHF | 100.00% | 100.00% |
11.11.2024 | 1.52% | 1.33 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'191 CHF | 67'207 CHF | 100.00% | 100.00% |
08.11.2024 | 1.65% | 1.30 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'885 CHF | 62'912 CHF | 100.00% | 100.00% |
07.11.2024 | 1.75% | 1.20 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 48'764 | 61'377 CHF | 60'893 CHF | 98.71% | 98.71% |