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 | 1.18% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'322 CHF | 47'494 CHF | 100.00% | 100.00% |
19.11.2024 | 1.38% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'051 CHF | 44'826 CHF | 99.40% | 99.40% |
18.11.2024 | 1.28% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'152 CHF | 45'709 CHF | 100.00% | 100.00% |
15.11.2024 | 1.52% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'600 CHF | 47'044 CHF | 100.00% | 100.00% |
14.11.2024 | 1.61% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'049 CHF | 49'159 CHF | 99.52% | 99.52% |
13.11.2024 | 1.47% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 51'774 | 49'383 | 51'964 CHF | 50'328 CHF | 99.32% | 99.32% |
12.11.2024 | 1.10% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'867 CHF | 54'465 CHF | 100.00% | 100.00% |
11.11.2024 | 1.09% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'839 CHF | 53'419 CHF | 100.00% | 100.00% |
08.11.2024 | 1.36% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'213 CHF | 52'926 CHF | 100.00% | 100.00% |
07.11.2024 | 1.44% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 54'738 | 48'444 | 54'100 CHF | 48'587 CHF | 99.13% | 99.13% |