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 | 1.14% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'125 CHF | 43'937 CHF | 100.00% | 100.00% |
19.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'084 CHF | 43'903 CHF | 99.40% | 99.40% |
18.11.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'410 | 50'000 | 51'723 CHF | 43'319 CHF | 100.00% | 100.00% |
15.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 68'432 | 50'000 | 56'465 CHF | 41'773 CHF | 100.00% | 100.00% |
14.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 62'099 | 50'000 | 52'181 CHF | 42'533 CHF | 99.52% | 99.52% |
13.11.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 63'858 | 49'704 | 53'506 CHF | 42'198 CHF | 99.32% | 99.32% |
12.11.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'048 CHF | 45'540 CHF | 100.00% | 100.00% |
11.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'227 CHF | 46'522 CHF | 100.00% | 100.00% |
08.11.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'409 CHF | 44'174 CHF | 100.00% | 100.00% |
07.11.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 48'703 | 52'131 CHF | 42'826 CHF | 99.13% | 99.13% |