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 | 1.12% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'884 CHF | 47'095 CHF | 100.00% | 100.00% |
19.11.2024 | 1.20% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'658 CHF | 45'253 CHF | 100.00% | 100.00% |
18.11.2024 | 1.23% | 0.93 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'433 CHF | 46'765 CHF | 100.00% | 100.00% |
15.11.2024 | 1.21% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'670 CHF | 46'115 CHF | 100.00% | 100.00% |
14.11.2024 | 1.18% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'743 CHF | 47'849 CHF | 99.52% | 99.52% |
13.11.2024 | 1.15% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 49'700 | 56'195 CHF | 47'085 CHF | 98.35% | 98.35% |
12.11.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 53'889 | 50'000 | 53'581 CHF | 50'298 CHF | 99.93% | 99.93% |
11.11.2024 | 1.00% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'309 CHF | 52'835 CHF | 100.00% | 100.00% |
08.11.2024 | 1.13% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 57'761 | 50'000 | 56'915 CHF | 49'858 CHF | 100.00% | 100.00% |
07.11.2024 | 1.19% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 55'995 | 48'695 | 55'448 CHF | 48'845 CHF | 98.50% | 98.50% |