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 | 1.25% | 1.71 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'328 CHF | 89'438 CHF | 100.00% | 100.00% |
19.11.2024 | 1.17% | 1.72 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'562 CHF | 88'594 CHF | 100.00% | 100.00% |
18.11.2024 | 1.26% | 1.67 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'439 CHF | 84'498 CHF | 100.00% | 100.00% |
15.11.2024 | 1.27% | 1.67 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'602 CHF | 84'669 CHF | 100.00% | 100.00% |
14.11.2024 | 1.26% | 1.68 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'432 CHF | 84'492 CHF | 99.27% | 99.27% |
13.11.2024 | 1.31% | 1.65 CHF | 1.67 CHF | 50'000 | 50'000 | 49'774 | 49'435 | 80'757 CHF | 81'254 CHF | 99.40% | 99.40% |
12.11.2024 | 1.28% | 1.67 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'750 CHF | 84'833 CHF | 100.00% | 100.00% |
11.11.2024 | 1.25% | 1.64 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'711 CHF | 82'740 CHF | 100.00% | 100.00% |
08.11.2024 | 1.31% | 1.61 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'435 CHF | 78'454 CHF | 100.00% | 100.00% |
07.11.2024 | 1.42% | 1.51 CHF | 1.53 CHF | 50'000 | 50'000 | 49'489 | 48'722 | 76'138 CHF | 76'005 CHF | 98.89% | 98.89% |