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 | 1.34% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'001 | 50'000 | 51'836 CHF | 37'525 CHF | 100.00% | 100.00% |
19.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'767 CHF | 37'476 CHF | 99.40% | 99.40% |
18.11.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 71'885 | 50'000 | 52'240 CHF | 36'860 CHF | 100.00% | 100.00% |
15.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'690 CHF | 35'306 CHF | 100.00% | 100.00% |
14.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 77'077 | 50'000 | 54'748 CHF | 36'033 CHF | 99.52% | 99.52% |
13.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 77'032 | 49'704 | 54'702 CHF | 35'837 CHF | 99.32% | 99.32% |
12.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'083 CHF | 39'130 CHF | 100.00% | 100.00% |
11.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'331 CHF | 40'022 CHF | 100.00% | 100.00% |
08.11.2024 | 1.34% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'058 CHF | 37'684 CHF | 100.00% | 100.00% |
07.11.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'000 | 48'704 | 51'729 CHF | 36'496 CHF | 99.13% | 99.13% |