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 | 0.98% | 1.04 CHF | 1.05 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 50'908 CHF | 20'563 CHF | 100.00% | 100.00% |
19.11.2024 | 1.05% | 0.99 CHF | 1.00 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 57'097 CHF | 19'232 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50'000 | 20'000 | 51'716 | 20'000 | 52'087 CHF | 20'363 CHF | 94.79% | 94.79% |
15.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 52'016 CHF | 21'007 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50'000 | 20'000 | 51'111 | 20'000 | 52'097 CHF | 20'603 CHF | 99.44% | 99.44% |
13.11.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 60'000 | 20'000 | 60'000 | 19'927 | 55'125 CHF | 18'510 CHF | 98.88% | 98.88% |
12.11.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 57'806 CHF | 19'469 CHF | 100.00% | 100.00% |
11.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 58'500 CHF | 24'625 CHF | 100.00% | 100.00% |
08.11.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'398 CHF | 23'332 CHF | 100.00% | 100.00% |
07.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60'000 | 20'000 | 60'000 | 19'481 | 57'129 CHF | 18'739 CHF | 99.06% | 99.06% |