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 | 0.98% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'889 CHF | 55'430 CHF | 100.00% | 100.00% |
19.11.2024 | 0.96% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'785 CHF | 57'334 CHF | 100.00% | 100.00% |
18.11.2024 | 1.03% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'306 CHF | 55'877 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'150 CHF | 56'685 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'414 CHF | 54'936 CHF | 99.52% | 99.52% |
13.11.2024 | 1.06% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 49'700 | 54'927 CHF | 55'178 CHF | 98.35% | 98.35% |
12.11.2024 | 1.05% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'149 CHF | 52'702 CHF | 99.93% | 99.93% |
11.11.2024 | 1.05% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 56'659 | 50'000 | 56'213 CHF | 50'151 CHF | 100.00% | 100.00% |
08.11.2024 | 1.03% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'684 CHF | 53'228 CHF | 100.00% | 100.00% |
07.11.2024 | 1.09% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 48'695 | 52'433 CHF | 51'611 CHF | 98.50% | 98.50% |