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 | 1.06% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 59'982 | 50'000 | 57'848 CHF | 48'736 CHF | 100.00% | 100.00% |
19.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 51'213 | 50'000 | 51'385 CHF | 50'708 CHF | 100.00% | 100.00% |
18.11.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'352 CHF | 49'157 CHF | 100.00% | 100.00% |
15.11.2024 | 1.11% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 57'287 | 50'000 | 56'602 CHF | 50'024 CHF | 100.00% | 100.00% |
14.11.2024 | 1.17% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'317 CHF | 48'325 CHF | 99.52% | 99.52% |
13.11.2024 | 1.14% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 59'681 | 49'700 | 57'586 CHF | 48'511 CHF | 98.35% | 98.35% |
12.11.2024 | 1.33% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'434 CHF | 45'967 CHF | 99.93% | 99.93% |
11.11.2024 | 1.35% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'572 CHF | 43'560 CHF | 100.00% | 100.00% |
08.11.2024 | 1.15% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'179 CHF | 46'515 CHF | 100.00% | 100.00% |
07.11.2024 | 1.24% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 48'695 | 54'907 CHF | 45'101 CHF | 98.50% | 98.50% |