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 | 0.99% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 52'950 | 50'000 | 53'004 CHF | 50'585 CHF | 100.00% | 100.00% |
19.11.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'620 CHF | 52'120 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'193 CHF | 51'693 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'192 CHF | 51'692 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'164 CHF | 53'664 CHF | 99.22% | 99.22% |
13.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 49'448 | 54'386 CHF | 54'279 CHF | 99.36% | 99.36% |
12.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'757 CHF | 54'257 CHF | 100.00% | 100.00% |
11.11.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'853 | 50'000 | 51'458 CHF | 51'114 CHF | 100.00% | 100.00% |
08.11.2024 | 1.55% | 1.05 CHF | 1.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'315 CHF | 27'742 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 48'697 | 51'571 CHF | 50'730 CHF | 98.73% | 98.73% |