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 | 1.16% | 0.90 CHF | 0.91 CHF | 60'000 | 60'000 | 60'153 | 36'519 | 51'634 CHF | 31'916 CHF | 99.66% | 99.66% |
19.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 60'000 | 60'000 | 64'852 | 36'519 | 53'775 CHF | 30'747 CHF | 99.68% | 99.68% |
18.11.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 70'000 | 60'000 | 70'000 | 36'593 | 52'504 CHF | 27'885 CHF | 98.56% | 98.56% |
15.11.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 80'000 | 60'000 | 71'227 | 36'519 | 51'799 CHF | 26'847 CHF | 99.68% | 99.68% |
14.11.2024 | 1.46% | 0.74 CHF | 0.75 CHF | 70'000 | 60'000 | 78'015 | 36'519 | 53'142 CHF | 25'621 CHF | 99.67% | 99.67% |
13.11.2024 | 1.30% | 0.72 CHF | 0.73 CHF | 70'000 | 60'000 | 70'001 | 36'804 | 53'395 CHF | 28'251 CHF | 95.50% | 95.50% |
12.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 70'000 | 60'000 | 70'000 | 36'530 | 53'197 CHF | 28'133 CHF | 99.51% | 99.51% |
11.11.2024 | 1.10% | 0.82 CHF | 0.83 CHF | 70'000 | 60'000 | 61'372 | 36'599 | 55'439 CHF | 32'993 CHF | 98.47% | 98.47% |
08.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 60'000 | 60'000 | 60'000 | 36'521 | 57'079 CHF | 35'173 CHF | 99.65% | 99.65% |
07.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60'000 | 60'000 | 54'193 | 39'806 | 53'353 CHF | 39'393 CHF | 57.50% | 57.50% |