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 | 0.97% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 102'889 CHF | 103'889 CHF | 99.39% | 99.39% |
19.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'203 CHF | 51'703 CHF | 98.60% | 98.60% |
18.11.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'405 CHF | 51'905 CHF | 99.30% | 99.30% |
15.11.2024 | 1.03% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'485 CHF | 48'985 CHF | 99.39% | 99.39% |
14.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'944 CHF | 53'444 CHF | 99.35% | 99.35% |
13.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'937 CHF | 52'437 CHF | 99.39% | 99.39% |
12.11.2024 | 1.00% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'873 CHF | 50'373 CHF | 99.09% | 99.09% |
11.11.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'450 CHF | 44'950 CHF | 99.29% | 99.29% |
08.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'689 CHF | 45'189 CHF | 99.38% | 99.38% |
07.11.2024 | 1.02% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'895 CHF | 49'395 CHF | 99.28% | 99.28% |