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 | 1.68% | 1.18 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'240 CHF | 63'297 CHF | 100.00% | 100.00% |
19.11.2024 | 1.69% | 1.20 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'467 CHF | 62'515 CHF | 100.00% | 100.00% |
18.11.2024 | 1.87% | 1.15 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'336 CHF | 58'418 CHF | 100.00% | 100.00% |
15.11.2024 | 1.80% | 1.15 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'529 CHF | 58'575 CHF | 100.00% | 100.00% |
14.11.2024 | 1.80% | 1.15 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'368 CHF | 58'409 CHF | 98.56% | 98.56% |
13.11.2024 | 1.94% | 1.12 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 49'435 | 55'049 CHF | 55'483 CHF | 99.40% | 99.40% |
12.11.2024 | 1.83% | 1.15 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'666 CHF | 58'732 CHF | 100.00% | 100.00% |
11.11.2024 | 1.84% | 1.12 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'662 CHF | 56'695 CHF | 100.00% | 100.00% |
08.11.2024 | 1.95% | 1.09 CHF | 1.11 CHF | 50'000 | 50'000 | 52'012 | 50'000 | 53'362 CHF | 52'385 CHF | 100.00% | 100.00% |
07.11.2024 | 2.11% | 0.99 CHF | 1.01 CHF | 60'000 | 50'000 | 50'704 | 48'764 | 51'555 CHF | 50'637 CHF | 98.71% | 98.71% |