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 | 1.77% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'715 CHF | 53'655 CHF | 100.00% | 100.00% |
19.11.2024 | 1.47% | 0.99 CHF | 1.01 CHF | 60'000 | 50'000 | 58'086 | 50'000 | 57'629 CHF | 50'381 CHF | 100.00% | 100.00% |
18.11.2024 | 1.67% | 1.00 CHF | 1.02 CHF | 50'000 | 50'000 | 51'017 | 50'000 | 51'761 CHF | 51'608 CHF | 100.00% | 100.00% |
15.11.2024 | 1.71% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'763 CHF | 52'655 CHF | 99.99% | 99.99% |
14.11.2024 | 1.39% | 1.09 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'183 CHF | 54'940 CHF | 99.52% | 99.52% |
13.11.2024 | 1.59% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 49'383 | 52'923 CHF | 53'101 CHF | 99.32% | 99.32% |
12.11.2024 | 1.67% | 1.05 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'416 CHF | 53'300 CHF | 100.00% | 100.00% |
11.11.2024 | 1.40% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'827 CHF | 55'601 CHF | 100.00% | 100.00% |
08.11.2024 | 1.67% | 1.04 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'911 CHF | 52'784 CHF | 100.00% | 100.00% |
07.11.2024 | 1.83% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 48'444 | 51'841 CHF | 51'174 CHF | 99.12% | 99.12% |