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 | 1.19% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 66'681 | 50'000 | 55'567 CHF | 42'203 CHF | 100.00% | 100.00% |
19.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 62'787 | 50'000 | 52'875 CHF | 42'642 CHF | 100.00% | 100.00% |
18.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'981 CHF | 40'487 CHF | 100.00% | 100.00% |
15.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'253 CHF | 38'538 CHF | 100.00% | 100.00% |
14.11.2024 | 1.25% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 69'504 | 50'000 | 55'357 CHF | 40'338 CHF | 99.44% | 99.44% |
13.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 49'519 | 57'077 CHF | 40'870 CHF | 98.88% | 98.88% |
12.11.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'604 CHF | 40'217 CHF | 100.00% | 100.00% |
11.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 78'118 | 50'000 | 54'965 CHF | 35'707 CHF | 100.00% | 100.00% |
08.11.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 78'130 | 25'000 | 54'583 CHF | 17'729 CHF | 100.00% | 100.00% |
07.11.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 90'000 | 25'000 | 90'000 | 24'740 | 52'291 CHF | 14'627 CHF | 99.06% | 99.06% |