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 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'409 CHF | 51'909 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'115 CHF | 50'615 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'784 CHF | 52'284 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'139 CHF | 52'639 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 60'720 CHF | 61'320 CHF | 100.00% | 100.00% |
13.11.2024 | 0.94% | 0.94 CHF | 0.95 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 63'750 CHF | 64'350 CHF | 100.00% | 100.00% |
12.11.2024 | 1.19% | 0.95 CHF | 0.96 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 58'403 CHF | 59'103 CHF | 100.00% | 100.00% |
11.11.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 54'411 CHF | 55'111 CHF | 100.00% | 100.00% |
08.11.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 57'781 CHF | 58'481 CHF | 100.00% | 100.00% |
07.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'621 CHF | 49'221 CHF | 100.00% | 100.00% |