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 | 1.00% | 1.00 CHF | 1.01 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 44'793 CHF | 45'243 CHF | 99.59% | 99.59% |
19.11.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 45'913 CHF | 46'363 CHF | 99.50% | 99.56% |
18.11.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'754 CHF | 50'254 CHF | 99.56% | 99.56% |
15.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'903 CHF | 46'403 CHF | 98.92% | 98.92% |
14.11.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 42'388 CHF | 42'838 CHF | 99.58% | 99.58% |
13.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'319 CHF | 47'819 CHF | 99.59% | 99.59% |
12.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'635 CHF | 46'135 CHF | 99.58% | 99.58% |
11.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'269 CHF | 42'769 CHF | 99.52% | 99.52% |
08.11.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 39'741 CHF | 40'191 CHF | 99.51% | 99.51% |
07.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 44'423 CHF | 44'873 CHF | 99.52% | 99.52% |