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 | 1.20% | 1.67 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'614 CHF | 87'662 CHF | 100.00% | 100.00% |
19.11.2024 | 1.26% | 1.69 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'708 CHF | 86'797 CHF | 100.00% | 100.00% |
18.11.2024 | 1.30% | 1.63 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'661 CHF | 82'730 CHF | 100.00% | 100.00% |
15.11.2024 | 1.32% | 1.64 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'838 CHF | 82'928 CHF | 100.00% | 100.00% |
14.11.2024 | 1.35% | 1.64 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'642 CHF | 82'754 CHF | 99.27% | 99.27% |
13.11.2024 | 1.32% | 1.61 CHF | 1.63 CHF | 50'000 | 50'000 | 49'774 | 49'435 | 79'016 CHF | 79'513 CHF | 99.40% | 99.40% |
12.11.2024 | 1.28% | 1.64 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'964 CHF | 83'021 CHF | 100.00% | 100.00% |
11.11.2024 | 1.33% | 1.61 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'880 CHF | 80'948 CHF | 100.00% | 100.00% |
08.11.2024 | 1.37% | 1.57 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'539 CHF | 76'578 CHF | 100.00% | 100.00% |
07.11.2024 | 1.45% | 1.48 CHF | 1.50 CHF | 50'000 | 50'000 | 49'489 | 48'722 | 74'276 CHF | 74'168 CHF | 98.89% | 98.89% |