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 | 1.40% | 0.71 CHF | 0.72 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'566 CHF | 43'166 CHF | 99.73% | 99.73% |
19.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 47'618 CHF | 48'218 CHF | 99.85% | 99.85% |
18.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 41'891 CHF | 42'491 CHF | 100.00% | 100.00% |
15.11.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 38'730 CHF | 39'330 CHF | 100.00% | 100.00% |
14.11.2024 | 1.48% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 40'365 CHF | 40'965 CHF | 100.00% | 100.00% |
13.11.2024 | 1.27% | 0.73 CHF | 0.74 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'997 CHF | 47'597 CHF | 99.95% | 99.95% |
12.11.2024 | 1.68% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 35'552 CHF | 36'152 CHF | 100.00% | 100.00% |
11.11.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 33'262 CHF | 33'862 CHF | 99.68% | 99.68% |
08.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 38'467 CHF | 39'067 CHF | 100.00% | 100.00% |
07.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 36'195 CHF | 36'795 CHF | 99.70% | 99.70% |