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 | 1.22% | 1.20 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'537 CHF | 61'279 CHF | 14.13% | 100.00% |
19.11.2024 | 1.16% | 1.20 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'065 CHF | 58'740 CHF | 100.00% | 100.00% |
18.11.2024 | 1.43% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 43'384 | 56'352 CHF | 49'893 CHF | 100.00% | 100.00% |
15.11.2024 | 1.28% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'427 CHF | 55'127 CHF | 99.97% | 99.97% |
14.11.2024 | 1.41% | 1.33 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'329 CHF | 65'241 CHF | 99.27% | 99.27% |
13.11.2024 | 0.98% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 49'893 | 49'375 | 62'641 CHF | 62'597 CHF | 99.40% | 99.40% |
12.11.2024 | 1.19% | 1.26 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'153 CHF | 63'910 CHF | 100.00% | 100.00% |
11.11.2024 | 1.55% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'299 CHF | 66'320 CHF | 100.00% | 100.00% |
08.11.2024 | 1.08% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'091 CHF | 64'790 CHF | 100.00% | 100.00% |
07.11.2024 | 1.26% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 48'444 | 61'161 CHF | 60'062 CHF | 99.23% | 99.23% |