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 | 1.13% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 52'159 CHF | 52'744 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'077 CHF | 53'577 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'557 CHF | 52'057 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 57'780 | 50'000 | 57'161 CHF | 49'992 CHF | 100.00% | 100.00% |
14.11.2024 | 1.32% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 53'373 | 50'000 | 53'411 CHF | 50'758 CHF | 99.27% | 99.27% |
13.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 57'514 | 49'375 | 56'892 CHF | 49'408 CHF | 99.40% | 99.40% |
12.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'912 CHF | 54'433 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'248 CHF | 58'748 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'624 CHF | 59'124 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 57'465 CHF | 58'002 CHF | 99.06% | 99.06% |