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 | 0.84% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'614 CHF | 61'123 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'612 CHF | 63'153 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'042 CHF | 61'567 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'858 CHF | 62'418 CHF | 100.00% | 100.00% |
14.11.2024 | 0.93% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'151 CHF | 60'714 CHF | 99.52% | 99.52% |
13.11.2024 | 0.89% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 49'700 | 60'676 CHF | 60'852 CHF | 98.35% | 98.35% |
12.11.2024 | 0.94% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'803 CHF | 58'347 CHF | 99.93% | 99.93% |
11.11.2024 | 1.01% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'325 CHF | 55'889 CHF | 100.00% | 100.00% |
08.11.2024 | 0.92% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'418 CHF | 58'960 CHF | 100.00% | 100.00% |
07.11.2024 | 0.97% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 48'695 | 58'185 CHF | 57'203 CHF | 98.50% | 98.50% |