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 | 2.20% | 1.32 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'158 CHF | 70'697 CHF | 100.00% | 100.00% |
19.11.2024 | 2.25% | 1.34 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'427 CHF | 69'988 CHF | 100.00% | 100.00% |
18.11.2024 | 2.73% | 1.30 CHF | 1.33 CHF | 50'000 | 50'000 | 47'794 | 44'486 | 61'799 CHF | 59'073 CHF | 100.00% | 100.00% |
15.11.2024 | 2.39% | 1.30 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'904 CHF | 66'472 CHF | 100.00% | 100.00% |
14.11.2024 | 2.35% | 1.30 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'805 CHF | 66'344 CHF | 99.27% | 99.27% |
13.11.2024 | 2.46% | 1.27 CHF | 1.31 CHF | 50'000 | 50'000 | 49'774 | 49'435 | 62'329 CHF | 63'437 CHF | 99.40% | 99.40% |
12.11.2024 | 2.32% | 1.30 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'102 CHF | 66'628 CHF | 100.00% | 100.00% |
11.11.2024 | 2.46% | 1.27 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'354 CHF | 64'934 CHF | 100.00% | 100.00% |
08.11.2024 | 2.57% | 1.24 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'439 CHF | 60'983 CHF | 100.00% | 100.00% |
07.11.2024 | 2.63% | 1.16 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 48'722 | 58'955 CHF | 58'954 CHF | 98.89% | 98.89% |