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 | 1.50% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'572 CHF | 71'637 CHF | 100.00% | 100.00% |
19.11.2024 | 1.52% | 1.37 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'674 CHF | 70'741 CHF | 100.00% | 100.00% |
18.11.2024 | 1.61% | 1.31 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'628 CHF | 66'695 CHF | 100.00% | 100.00% |
15.11.2024 | 1.63% | 1.32 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'822 CHF | 66'903 CHF | 100.00% | 100.00% |
14.11.2024 | 1.67% | 1.32 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'626 CHF | 66'733 CHF | 99.27% | 99.27% |
13.11.2024 | 1.68% | 1.29 CHF | 1.31 CHF | 50'000 | 50'000 | 49'774 | 49'435 | 63'058 CHF | 63'681 CHF | 99.40% | 99.40% |
12.11.2024 | 1.58% | 1.32 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'957 CHF | 67'007 CHF | 100.00% | 100.00% |
11.11.2024 | 1.66% | 1.29 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'865 CHF | 64'933 CHF | 100.00% | 100.00% |
08.11.2024 | 1.69% | 1.25 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'539 CHF | 60'554 CHF | 100.00% | 100.00% |
07.11.2024 | 1.85% | 1.16 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 48'722 | 59'030 CHF | 58'572 CHF | 98.89% | 98.89% |