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 | 1.03% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'818 CHF | 48'681 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'316 CHF | 49'097 CHF | 100.00% | 100.00% |
18.11.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'664 CHF | 46'886 CHF | 100.00% | 100.00% |
15.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'357 CHF | 44'964 CHF | 100.00% | 100.00% |
14.11.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'519 CHF | 46'766 CHF | 99.44% | 99.44% |
13.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 49'519 | 56'657 CHF | 47'252 CHF | 98.88% | 98.88% |
12.11.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'398 CHF | 46'665 CHF | 100.00% | 100.00% |
11.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 66'657 | 50'000 | 55'493 CHF | 42'162 CHF | 100.00% | 100.00% |
08.11.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 65'972 | 25'000 | 54'614 CHF | 20'971 CHF | 100.00% | 100.00% |
07.11.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 77'445 | 24'740 | 54'885 CHF | 17'801 CHF | 99.06% | 99.06% |