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 | 1.07% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'723 CHF | 55'309 CHF | 100.00% | 100.00% |
19.11.2024 | 1.05% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'781 CHF | 54'349 CHF | 100.00% | 100.00% |
18.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'830 CHF | 54'330 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'891 CHF | 55'471 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'966 CHF | 55'466 CHF | 99.52% | 99.52% |
13.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 49'704 | 59'627 CHF | 59'781 CHF | 99.32% | 99.32% |
12.11.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'483 CHF | 58'983 CHF | 100.00% | 100.00% |
11.11.2024 | 0.95% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'490 CHF | 56'022 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'621 CHF | 55'121 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 48'695 | 52'165 CHF | 51'279 CHF | 98.51% | 98.51% |