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 | 0.91% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'902 CHF | 55'402 CHF | 100.00% | 100.00% |
19.11.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'598 CHF | 46'098 CHF | 99.91% | 99.91% |
18.11.2024 | 0.98% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'009 CHF | 51'509 CHF | 99.91% | 99.91% |
15.11.2024 | 0.91% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'613 CHF | 55'113 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'810 CHF | 61'310 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'295 CHF | 58'795 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'134 CHF | 81'634 CHF | 99.69% | 99.69% |
11.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'292 CHF | 87'792 CHF | 99.91% | 99.91% |
08.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'955 CHF | 75'455 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'739 CHF | 83'239 CHF | 99.91% | 99.91% |