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 | 1.11% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'657 CHF | 45'157 CHF | 100.00% | 100.00% |
19.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'675 CHF | 44'175 CHF | 100.00% | 100.00% |
18.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'400 CHF | 40'900 CHF | 100.00% | 100.00% |
15.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'113 CHF | 40'613 CHF | 100.00% | 100.00% |
14.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'717 CHF | 44'217 CHF | 100.00% | 100.00% |
13.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 38'691 CHF | 39'141 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 44'224 CHF | 44'674 CHF | 100.00% | 100.00% |
11.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 47'857 CHF | 48'307 CHF | 100.00% | 100.00% |
08.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 44'478 CHF | 44'928 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 45'459 CHF | 45'909 CHF | 100.00% | 100.00% |