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 | 1.01% | 0.93 CHF | 0.94 CHF | 60'000 | 20'000 | 55'816 | 20'000 | 54'750 CHF | 19'860 CHF | 100.00% | 100.00% |
19.11.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 55'846 CHF | 18'815 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 56'117 CHF | 18'906 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 0.96 CHF | 0.97 CHF | 60'000 | 20'000 | 55'941 | 20'000 | 55'507 CHF | 20'084 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 1.08 CHF | 1.09 CHF | 50'000 | 20'000 | 52'594 | 20'000 | 53'457 CHF | 20'563 CHF | 99.44% | 99.44% |
13.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60'000 | 20'000 | 59'826 | 19'804 | 54'579 CHF | 18'276 CHF | 98.88% | 98.88% |
12.11.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 60'000 | 20'000 | 54'628 | 20'000 | 54'408 CHF | 20'153 CHF | 100.00% | 100.00% |
11.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 57'185 CHF | 23'074 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 55'425 CHF | 22'370 CHF | 100.00% | 100.00% |
07.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50'000 | 20'000 | 47'608 | 19'351 | 58'630 CHF | 24'067 CHF | 99.06% | 99.06% |