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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.40% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'606 CHF | 54'361 CHF | 100.00% | 100.00% |
20.11.2024 | 1.36% | 1.11 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'655 CHF | 58'442 CHF | 100.00% | 100.00% |
19.11.2024 | 1.49% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'381 CHF | 55'197 CHF | 100.00% | 100.00% |
18.11.2024 | 1.33% | 1.09 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'567 CHF | 56'313 CHF | 100.00% | 100.00% |
15.11.2024 | 1.68% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'655 CHF | 57'614 CHF | 99.99% | 99.99% |
14.11.2024 | 1.54% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'940 CHF | 59'851 CHF | 99.52% | 99.52% |
13.11.2024 | 1.53% | 1.16 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 49'383 | 57'752 CHF | 57'917 CHF | 99.32% | 99.32% |
12.11.2024 | 1.56% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'300 CHF | 58'200 CHF | 100.00% | 100.00% |
11.11.2024 | 1.47% | 1.16 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'601 CHF | 60'483 CHF | 100.00% | 100.00% |
08.11.2024 | 1.55% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'767 CHF | 57'654 CHF | 100.00% | 100.00% |