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 | 1.96% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'411 CHF | 57'529 CHF | 100.00% | 100.00% |
19.11.2024 | 1.85% | 1.08 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'600 CHF | 56'637 CHF | 100.00% | 100.00% |
18.11.2024 | 2.11% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'498 CHF | 52'598 CHF | 100.00% | 100.00% |
15.11.2024 | 2.07% | 1.03 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'685 CHF | 52'767 CHF | 100.00% | 100.00% |
14.11.2024 | 2.06% | 1.04 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'515 CHF | 52'589 CHF | 99.27% | 99.27% |
13.11.2024 | 2.17% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 58'362 | 49'435 | 57'448 CHF | 49'742 CHF | 99.40% | 99.40% |
12.11.2024 | 2.07% | 1.03 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'862 CHF | 52'944 CHF | 100.00% | 100.00% |
11.11.2024 | 2.09% | 1.00 CHF | 1.03 CHF | 50'000 | 50'000 | 54'193 | 50'000 | 53'933 CHF | 50'849 CHF | 100.00% | 100.00% |
08.11.2024 | 2.26% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'647 CHF | 46'578 CHF | 100.00% | 100.00% |
07.11.2024 | 2.39% | 0.87 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 48'722 | 54'006 CHF | 44'892 CHF | 98.89% | 98.89% |