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% | 0.79 CHF | 0.80 CHF | 70'000 | 20'000 | 63'419 | 20'000 | 53'428 CHF | 17'089 CHF | 100.00% | 100.00% |
19.11.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70'000 | 20'000 | 69'925 | 20'000 | 55'428 CHF | 16'055 CHF | 100.00% | 100.00% |
18.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 70'000 | 20'000 | 69'974 | 20'000 | 55'733 CHF | 16'130 CHF | 100.00% | 100.00% |
15.11.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 70'000 | 20'000 | 61'788 | 20'000 | 52'835 CHF | 17'324 CHF | 100.00% | 100.00% |
14.11.2024 | 1.13% | 0.94 CHF | 0.95 CHF | 60'000 | 20'000 | 60'337 | 20'000 | 53'108 CHF | 17'810 CHF | 99.44% | 99.44% |
13.11.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 70'000 | 20'000 | 69'044 | 19'804 | 53'470 CHF | 15'561 CHF | 98.88% | 98.88% |
12.11.2024 | 1.16% | 0.81 CHF | 0.82 CHF | 70'000 | 20'000 | 61'212 | 20'000 | 52'626 CHF | 17'409 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60'000 | 20'000 | 51'699 | 20'000 | 51'894 CHF | 20'286 CHF | 100.00% | 100.00% |
08.11.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 60'000 | 20'000 | 57'394 | 20'000 | 55'549 CHF | 19'596 CHF | 100.00% | 100.00% |
07.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50'000 | 20'000 | 50'000 | 19'351 | 54'747 CHF | 21'403 CHF | 99.06% | 99.06% |