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 | 1.39% | 1.44 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'275 CHF | 76'328 CHF | 100.00% | 100.00% |
19.11.2024 | 1.41% | 1.46 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'495 CHF | 75'555 CHF | 100.00% | 100.00% |
18.11.2024 | 1.50% | 1.41 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'377 CHF | 71'439 CHF | 100.00% | 100.00% |
15.11.2024 | 1.50% | 1.41 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'544 CHF | 71'613 CHF | 100.00% | 100.00% |
14.11.2024 | 1.48% | 1.42 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'380 CHF | 71'432 CHF | 99.27% | 99.27% |
13.11.2024 | 1.54% | 1.39 CHF | 1.41 CHF | 50'000 | 50'000 | 49'774 | 49'435 | 67'778 CHF | 68'351 CHF | 99.40% | 99.40% |
12.11.2024 | 1.47% | 1.41 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'705 CHF | 71'750 CHF | 100.00% | 100.00% |
11.11.2024 | 1.47% | 1.38 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'691 CHF | 69'707 CHF | 100.00% | 100.00% |
08.11.2024 | 1.58% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'385 CHF | 65'412 CHF | 100.00% | 100.00% |
07.11.2024 | 1.68% | 1.25 CHF | 1.27 CHF | 50'000 | 50'000 | 49'506 | 48'764 | 63'246 CHF | 63'331 CHF | 98.71% | 98.71% |