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% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 46'080 CHF | 46'698 CHF | 100.00% | 100.00% |
19.11.2024 | 1.28% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'817 CHF | 47'422 CHF | 100.00% | 100.00% |
18.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'360 CHF | 45'860 CHF | 100.00% | 100.00% |
15.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'247 CHF | 43'747 CHF | 100.00% | 100.00% |
14.11.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'955 CHF | 44'455 CHF | 99.27% | 99.27% |
13.11.2024 | 1.45% | 0.86 CHF | 0.88 CHF | 50'000 | 50'000 | 49'375 | 49'375 | 42'717 CHF | 43'338 CHF | 99.40% | 99.40% |
12.11.2024 | 1.20% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'723 CHF | 48'301 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'036 CHF | 52'536 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'426 CHF | 52'926 CHF | 100.00% | 100.00% |
07.11.2024 | 1.08% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 51'583 CHF | 52'100 CHF | 99.06% | 99.06% |