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 | 1.30% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'627 CHF | 38'805 CHF | 100.00% | 100.00% |
19.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'582 CHF | 38'773 CHF | 99.40% | 99.40% |
18.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'715 CHF | 38'154 CHF | 100.00% | 100.00% |
15.11.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 71'450 | 50'000 | 51'658 CHF | 36'664 CHF | 100.00% | 100.00% |
14.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'666 CHF | 37'404 CHF | 99.52% | 99.52% |
13.11.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'826 | 49'704 | 52'163 CHF | 37'122 CHF | 99.32% | 99.32% |
12.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'836 CHF | 40'383 CHF | 100.00% | 100.00% |
11.11.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 57'376 CHF | 41'483 CHF | 100.00% | 100.00% |
08.11.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'030 CHF | 39'093 CHF | 100.00% | 100.00% |
07.11.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 48'703 | 53'559 CHF | 37'775 CHF | 99.13% | 99.13% |