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 | 1.31% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'805 CHF | 38'305 CHF | 100.00% | 100.00% |
19.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'275 CHF | 39'775 CHF | 100.00% | 100.00% |
18.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'850 CHF | 39'350 CHF | 100.00% | 100.00% |
15.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'792 CHF | 39'292 CHF | 100.00% | 100.00% |
14.11.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'755 CHF | 41'255 CHF | 99.22% | 99.22% |
13.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 41'635 CHF | 42'131 CHF | 99.36% | 99.36% |
12.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'460 CHF | 41'960 CHF | 100.00% | 100.00% |
11.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'339 CHF | 38'839 CHF | 100.00% | 100.00% |
08.11.2024 | 2.05% | 0.80 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'166 CHF | 21'603 CHF | 100.00% | 100.00% |
07.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 38'167 CHF | 38'662 CHF | 98.73% | 98.73% |