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 | 1.90% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'694 CHF | 54'725 CHF | 100.00% | 100.00% |
19.11.2024 | 1.95% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'892 CHF | 53'935 CHF | 100.00% | 100.00% |
18.11.2024 | 2.11% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 59'512 | 50'000 | 58'024 CHF | 49'799 CHF | 100.00% | 100.00% |
15.11.2024 | 2.10% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 59'556 | 50'000 | 58'324 CHF | 50'015 CHF | 100.00% | 100.00% |
14.11.2024 | 2.09% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 58'635 | 50'000 | 57'212 CHF | 49'846 CHF | 99.27% | 99.27% |
13.11.2024 | 2.27% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 49'435 | 55'776 CHF | 46'999 CHF | 99.40% | 99.40% |
12.11.2024 | 2.12% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 57'737 | 50'000 | 56'633 CHF | 50'136 CHF | 100.00% | 100.00% |
11.11.2024 | 2.20% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'440 CHF | 48'080 CHF | 100.00% | 100.00% |
08.11.2024 | 2.38% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 63'493 | 50'000 | 54'129 CHF | 43'748 CHF | 100.00% | 100.00% |
07.11.2024 | 2.60% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 61'438 | 48'764 | 51'836 CHF | 42'230 CHF | 98.71% | 98.71% |