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 | 1.38% | 1.45 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'705 CHF | 76'755 CHF | 100.00% | 100.00% |
19.11.2024 | 1.40% | 1.47 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'914 CHF | 75'967 CHF | 100.00% | 100.00% |
18.11.2024 | 1.52% | 1.42 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'774 CHF | 71'861 CHF | 100.00% | 100.00% |
15.11.2024 | 1.46% | 1.42 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'988 CHF | 72'034 CHF | 100.00% | 100.00% |
14.11.2024 | 1.43% | 1.42 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'829 CHF | 71'851 CHF | 99.27% | 99.27% |
13.11.2024 | 1.54% | 1.39 CHF | 1.41 CHF | 50'000 | 50'000 | 49'774 | 49'435 | 68'183 CHF | 68'759 CHF | 99.40% | 99.40% |
12.11.2024 | 1.48% | 1.42 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'084 CHF | 72'145 CHF | 100.00% | 100.00% |
11.11.2024 | 1.51% | 1.39 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'033 CHF | 70'080 CHF | 100.00% | 100.00% |
08.11.2024 | 1.57% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'723 CHF | 65'748 CHF | 100.00% | 100.00% |
07.11.2024 | 1.72% | 1.26 CHF | 1.28 CHF | 50'000 | 50'000 | 49'506 | 48'764 | 63'578 CHF | 63'687 CHF | 98.71% | 98.71% |