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 | 1.71% | 1.15 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'657 CHF | 61'705 CHF | 100.00% | 100.00% |
19.11.2024 | 1.77% | 1.17 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'843 CHF | 60'914 CHF | 100.00% | 100.00% |
18.11.2024 | 1.87% | 1.12 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'730 CHF | 56'780 CHF | 100.00% | 100.00% |
15.11.2024 | 1.89% | 1.12 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'928 CHF | 56'994 CHF | 100.00% | 100.00% |
14.11.2024 | 1.84% | 1.12 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'800 CHF | 56'835 CHF | 99.27% | 99.27% |
13.11.2024 | 2.01% | 1.09 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 49'435 | 53'451 CHF | 53'908 CHF | 99.40% | 99.40% |
12.11.2024 | 1.87% | 1.12 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'066 CHF | 57'125 CHF | 100.00% | 100.00% |
11.11.2024 | 1.94% | 1.09 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'033 CHF | 55'091 CHF | 100.00% | 100.00% |
08.11.2024 | 2.03% | 1.05 CHF | 1.08 CHF | 50'000 | 50'000 | 55'423 | 50'000 | 55'015 CHF | 50'782 CHF | 100.00% | 100.00% |
07.11.2024 | 2.22% | 0.96 CHF | 0.98 CHF | 60'000 | 50'000 | 58'541 | 48'764 | 57'617 CHF | 49'066 CHF | 98.71% | 98.71% |