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 | 1.34% | 1.50 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'275 CHF | 79'328 CHF | 100.00% | 100.00% |
19.11.2024 | 1.34% | 1.52 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'484 CHF | 78'529 CHF | 100.00% | 100.00% |
18.11.2024 | 1.44% | 1.47 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'369 CHF | 74'432 CHF | 100.00% | 100.00% |
15.11.2024 | 1.43% | 1.47 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'544 CHF | 74'602 CHF | 100.00% | 100.00% |
14.11.2024 | 1.41% | 1.47 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'365 CHF | 74'406 CHF | 99.27% | 99.27% |
13.11.2024 | 1.51% | 1.44 CHF | 1.47 CHF | 50'000 | 50'000 | 49'774 | 49'435 | 70'728 CHF | 71'302 CHF | 99.40% | 99.40% |
12.11.2024 | 1.44% | 1.47 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'666 CHF | 74'732 CHF | 100.00% | 100.00% |
11.11.2024 | 1.45% | 1.44 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'615 CHF | 72'662 CHF | 100.00% | 100.00% |
08.11.2024 | 1.49% | 1.41 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'295 CHF | 68'303 CHF | 100.00% | 100.00% |
07.11.2024 | 1.61% | 1.31 CHF | 1.33 CHF | 50'000 | 50'000 | 49'489 | 48'722 | 66'136 CHF | 66'146 CHF | 98.89% | 98.89% |