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% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'340 CHF | 48'318 CHF | 100.00% | 100.00% |
19.11.2024 | 1.21% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 51'930 | 50'000 | 52'308 CHF | 51'019 CHF | 99.40% | 99.40% |
18.11.2024 | 1.29% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 57'972 | 50'000 | 57'272 CHF | 50'075 CHF | 100.00% | 100.00% |
15.11.2024 | 1.46% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 56'904 | 50'000 | 54'979 CHF | 49'167 CHF | 100.00% | 100.00% |
14.11.2024 | 1.68% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'609 CHF | 47'126 CHF | 99.52% | 99.52% |
13.11.2024 | 1.47% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 49'383 | 53'535 CHF | 44'720 CHF | 99.32% | 99.32% |
12.11.2024 | 1.71% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 67'925 | 50'000 | 55'824 CHF | 41'844 CHF | 100.00% | 100.00% |
11.11.2024 | 1.72% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 61'020 | 50'000 | 51'439 CHF | 42'893 CHF | 100.00% | 100.00% |
08.11.2024 | 1.35% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'590 CHF | 43'574 CHF | 100.00% | 100.00% |
07.11.2024 | 1.37% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 48'444 | 54'857 CHF | 44'925 CHF | 99.13% | 99.13% |