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 | 1.60% | 1.32 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'894 CHF | 70'004 CHF | 100.00% | 100.00% |
19.11.2024 | 1.51% | 1.33 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'086 CHF | 69'123 CHF | 100.00% | 100.00% |
18.11.2024 | 1.69% | 1.28 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'971 CHF | 65'062 CHF | 100.00% | 100.00% |
15.11.2024 | 1.69% | 1.28 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'147 CHF | 65'241 CHF | 100.00% | 100.00% |
14.11.2024 | 1.66% | 1.29 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'974 CHF | 65'043 CHF | 99.27% | 99.27% |
13.11.2024 | 1.80% | 1.26 CHF | 1.28 CHF | 50'000 | 50'000 | 49'999 | 49'435 | 61'673 CHF | 62'074 CHF | 99.40% | 99.40% |
12.11.2024 | 1.67% | 1.28 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'320 CHF | 65'401 CHF | 100.00% | 100.00% |
11.11.2024 | 1.66% | 1.25 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'260 CHF | 63'299 CHF | 100.00% | 100.00% |
08.11.2024 | 1.73% | 1.22 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'998 CHF | 59'011 CHF | 100.00% | 100.00% |
07.11.2024 | 1.84% | 1.12 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 48'722 | 57'482 CHF | 57'026 CHF | 98.89% | 98.89% |