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 | 1.97% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'628 CHF | 54'694 CHF | 100.00% | 100.00% |
19.11.2024 | 2.05% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'797 CHF | 53'892 CHF | 100.00% | 100.00% |
18.11.2024 | 2.17% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 59'613 | 50'000 | 58'053 CHF | 49'769 CHF | 100.00% | 100.00% |
15.11.2024 | 2.14% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 59'616 | 50'000 | 58'316 CHF | 49'974 CHF | 100.00% | 100.00% |
14.11.2024 | 2.11% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 58'699 | 50'000 | 57'242 CHF | 49'829 CHF | 99.27% | 99.27% |
13.11.2024 | 2.28% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 49'435 | 55'728 CHF | 46'965 CHF | 99.40% | 99.40% |
12.11.2024 | 2.12% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 57'843 | 50'000 | 56'696 CHF | 50'098 CHF | 100.00% | 100.00% |
11.11.2024 | 2.17% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'423 CHF | 48'051 CHF | 100.00% | 100.00% |
08.11.2024 | 2.34% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 63'434 | 50'000 | 54'125 CHF | 43'769 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% |