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 | 1.07% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'682 CHF | 46'902 CHF | 100.00% | 100.00% |
19.11.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'143 CHF | 47'286 CHF | 100.00% | 100.00% |
18.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'499 CHF | 45'083 CHF | 100.00% | 100.00% |
15.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'165 CHF | 43'138 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'350 CHF | 44'959 CHF | 99.44% | 99.44% |
13.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 49'519 | 54'423 CHF | 45'409 CHF | 98.88% | 98.88% |
12.11.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'141 CHF | 44'784 CHF | 100.00% | 100.00% |
11.11.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'827 CHF | 40'377 CHF | 100.00% | 100.00% |
08.11.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'425 CHF | 20'045 CHF | 100.00% | 100.00% |
07.11.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 80'000 | 25'000 | 80'000 | 24'740 | 53'890 CHF | 16'916 CHF | 99.06% | 99.06% |