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 | 1.69% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 69'889 | 50'000 | 56'598 CHF | 41'181 CHF | 100.00% | 100.00% |
19.11.2024 | 1.72% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'956 CHF | 38'482 CHF | 99.40% | 99.40% |
18.11.2024 | 1.83% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'192 CHF | 39'425 CHF | 100.00% | 100.00% |
15.11.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 67'397 | 50'000 | 53'873 CHF | 40'611 CHF | 100.00% | 100.00% |
14.11.2024 | 1.26% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 61'750 | 50'000 | 52'044 CHF | 42'693 CHF | 99.52% | 99.52% |
13.11.2024 | 1.64% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 49'383 | 52'749 CHF | 44'124 CHF | 99.32% | 99.32% |
12.11.2024 | 1.33% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'958 CHF | 48'103 CHF | 100.00% | 100.00% |
11.11.2024 | 1.47% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'703 CHF | 47'107 CHF | 100.00% | 100.00% |
08.11.2024 | 1.26% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'111 CHF | 46'509 CHF | 100.00% | 100.00% |
07.11.2024 | 1.41% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'457 | 48'444 | 52'167 CHF | 42'368 CHF | 99.13% | 99.13% |