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 | 1.83% | 1.10 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'040 CHF | 59'114 CHF | 100.00% | 100.00% |
19.11.2024 | 1.86% | 1.11 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'137 CHF | 58'208 CHF | 100.00% | 100.00% |
18.11.2024 | 1.98% | 1.06 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'098 CHF | 54'161 CHF | 100.00% | 100.00% |
15.11.2024 | 2.05% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'275 CHF | 54'379 CHF | 100.00% | 100.00% |
14.11.2024 | 2.03% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'075 CHF | 54'162 CHF | 99.27% | 99.27% |
13.11.2024 | 2.14% | 1.04 CHF | 1.06 CHF | 50'000 | 50'000 | 50'479 | 49'435 | 51'277 CHF | 51'305 CHF | 99.40% | 99.40% |
12.11.2024 | 1.90% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'444 CHF | 54'469 CHF | 100.00% | 100.00% |
11.11.2024 | 2.02% | 1.03 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'330 CHF | 52'380 CHF | 100.00% | 100.00% |
08.11.2024 | 2.17% | 1.00 CHF | 1.02 CHF | 50'000 | 50'000 | 59'061 | 50'000 | 55'474 CHF | 48'039 CHF | 100.00% | 100.00% |
07.11.2024 | 2.32% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 48'722 | 55'827 CHF | 46'373 CHF | 98.89% | 98.89% |