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 | 1.17% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 62'343 | 50'000 | 52'812 CHF | 42'896 CHF | 100.00% | 100.00% |
19.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 61'060 | 50'000 | 51'727 CHF | 42'873 CHF | 99.40% | 99.40% |
18.11.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 64'817 | 50'000 | 54'119 CHF | 42'287 CHF | 100.00% | 100.00% |
15.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'254 CHF | 40'682 CHF | 100.00% | 100.00% |
14.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 57'266 CHF | 41'404 CHF | 99.52% | 99.52% |
13.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 68'367 | 49'704 | 55'892 CHF | 41'169 CHF | 99.32% | 99.32% |
12.11.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'848 CHF | 44'540 CHF | 100.00% | 100.00% |
11.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'990 CHF | 45'492 CHF | 100.00% | 100.00% |
08.11.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 62'566 | 50'000 | 53'268 CHF | 43'116 CHF | 100.00% | 100.00% |
07.11.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'128 | 48'703 | 50'821 CHF | 41'671 CHF | 99.13% | 99.13% |