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 | 0.96% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'809 CHF | 56'349 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'892 CHF | 55'392 CHF | 100.00% | 100.00% |
18.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'872 CHF | 55'372 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'971 CHF | 56'497 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'027 CHF | 56'527 CHF | 99.52% | 99.52% |
13.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 49'704 | 60'683 CHF | 60'832 CHF | 99.32% | 99.32% |
12.11.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'510 CHF | 60'010 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'605 CHF | 57'105 CHF | 100.00% | 100.00% |
08.11.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'659 CHF | 56'159 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 48'695 | 53'217 CHF | 52'302 CHF | 98.51% | 98.51% |