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 | 1.60% | 1.26 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'240 CHF | 67'306 CHF | 100.00% | 100.00% |
19.11.2024 | 1.59% | 1.28 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'467 CHF | 66'515 CHF | 100.00% | 100.00% |
18.11.2024 | 1.71% | 1.23 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'361 CHF | 62'418 CHF | 100.00% | 100.00% |
15.11.2024 | 1.70% | 1.23 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'529 CHF | 62'586 CHF | 100.00% | 100.00% |
14.11.2024 | 1.68% | 1.23 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'368 CHF | 62'409 CHF | 98.56% | 98.56% |
13.11.2024 | 1.79% | 1.20 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 49'435 | 59'061 CHF | 59'438 CHF | 99.40% | 99.40% |
12.11.2024 | 1.71% | 1.23 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'666 CHF | 62'732 CHF | 100.00% | 100.00% |
11.11.2024 | 1.72% | 1.20 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'662 CHF | 60'695 CHF | 100.00% | 100.00% |
08.11.2024 | 1.81% | 1.17 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'373 CHF | 56'385 CHF | 100.00% | 100.00% |
07.11.2024 | 1.96% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 48'764 | 54'861 CHF | 54'539 CHF | 98.71% | 98.71% |