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 | 1.22% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'743 CHF | 41'243 CHF | 100.00% | 100.00% |
19.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'054 CHF | 39'554 CHF | 99.91% | 99.91% |
18.11.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'202 CHF | 40'702 CHF | 99.91% | 99.91% |
15.11.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'857 CHF | 40'357 CHF | 100.00% | 100.00% |
14.11.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'094 CHF | 39'594 CHF | 100.00% | 100.00% |
13.11.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'404 CHF | 39'904 CHF | 100.00% | 100.00% |
12.11.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'499 CHF | 41'999 CHF | 99.71% | 99.71% |
11.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'367 CHF | 42'867 CHF | 99.85% | 99.85% |
08.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'224 CHF | 42'724 CHF | 100.00% | 100.00% |
07.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'465 CHF | 43'965 CHF | 99.90% | 99.90% |