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 | 0.92% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'824 CHF | 54'324 CHF | 100.00% | 100.00% |
19.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'286 CHF | 54'786 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'083 CHF | 52'583 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 51'104 | 50'000 | 51'230 CHF | 50'638 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'024 | 50'000 | 51'983 CHF | 52'459 CHF | 99.44% | 99.44% |
13.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 49'519 | 52'852 CHF | 52'837 CHF | 98.88% | 98.88% |
12.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'784 CHF | 52'284 CHF | 100.00% | 100.00% |
11.11.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'852 CHF | 47'877 CHF | 100.00% | 100.00% |
08.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'598 CHF | 23'832 CHF | 100.00% | 100.00% |
07.11.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 68'526 | 24'740 | 56'409 CHF | 20'627 CHF | 99.06% | 99.06% |