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 | 1.71% | 1.13 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'694 CHF | 60'725 CHF | 100.00% | 100.00% |
19.11.2024 | 1.77% | 1.15 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'892 CHF | 59'943 CHF | 100.00% | 100.00% |
18.11.2024 | 1.88% | 1.10 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'760 CHF | 55'799 CHF | 100.00% | 100.00% |
15.11.2024 | 1.88% | 1.10 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'974 CHF | 56'015 CHF | 100.00% | 100.00% |
14.11.2024 | 1.86% | 1.10 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'816 CHF | 55'846 CHF | 99.27% | 99.27% |
13.11.2024 | 2.00% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 49'435 | 52'480 CHF | 52'926 CHF | 99.40% | 99.40% |
12.11.2024 | 1.91% | 1.10 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'074 CHF | 56'136 CHF | 100.00% | 100.00% |
11.11.2024 | 1.93% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'019 CHF | 54'051 CHF | 100.00% | 100.00% |
08.11.2024 | 2.06% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 56'910 | 50'000 | 55'330 CHF | 49'737 CHF | 100.00% | 100.00% |
07.11.2024 | 2.28% | 0.94 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 48'764 | 57'835 CHF | 48'063 CHF | 98.71% | 98.71% |