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 | 1.35% | 1.55 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'306 CHF | 81'394 CHF | 100.00% | 100.00% |
19.11.2024 | 1.31% | 1.56 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'529 CHF | 80'578 CHF | 100.00% | 100.00% |
18.11.2024 | 1.39% | 1.51 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'418 CHF | 76'471 CHF | 100.00% | 100.00% |
15.11.2024 | 1.39% | 1.51 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'575 CHF | 76'632 CHF | 100.00% | 100.00% |
14.11.2024 | 1.40% | 1.52 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'418 CHF | 76'479 CHF | 96.42% | 96.42% |
13.11.2024 | 1.43% | 1.49 CHF | 1.51 CHF | 50'000 | 50'000 | 49'774 | 49'435 | 72'777 CHF | 73'313 CHF | 99.40% | 99.40% |
12.11.2024 | 1.38% | 1.51 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'732 CHF | 76'787 CHF | 100.00% | 100.00% |
11.11.2024 | 1.37% | 1.48 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'702 CHF | 74'717 CHF | 100.00% | 100.00% |
08.11.2024 | 1.46% | 1.45 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'412 CHF | 70'435 CHF | 100.00% | 100.00% |
07.11.2024 | 1.58% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 49'506 | 48'764 | 68'219 CHF | 68'242 CHF | 98.71% | 98.71% |