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 | 0.91% | 1.11 CHF | 1.12 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 54'616 CHF | 22'046 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 50'000 | 20'000 | 50'310 | 20'000 | 51'569 CHF | 20'705 CHF | 100.00% | 100.00% |
18.11.2024 | 1.10% | 1.07 CHF | 1.09 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 54'068 CHF | 21'867 CHF | 94.79% | 94.79% |
15.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 55'722 CHF | 22'489 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 54'692 CHF | 22'077 CHF | 99.44% | 99.44% |
13.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 50'000 | 20'000 | 55'492 | 19'927 | 55'036 CHF | 19'985 CHF | 98.88% | 98.88% |
12.11.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 51'744 CHF | 20'898 CHF | 100.00% | 100.00% |
11.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'290 CHF | 26'395 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50'000 | 25'000 | 54'251 | 25'000 | 54'032 CHF | 25'168 CHF | 100.00% | 100.00% |
07.11.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60'000 | 20'000 | 50'083 | 19'481 | 51'337 CHF | 20'162 CHF | 99.06% | 99.06% |