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 | 1.23% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'384 CHF | 40'774 CHF | 100.00% | 100.00% |
19.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'483 CHF | 40'845 CHF | 99.40% | 99.40% |
18.11.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 68'972 | 50'000 | 56'469 CHF | 41'452 CHF | 100.00% | 100.00% |
15.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'069 CHF | 43'058 CHF | 100.00% | 100.00% |
14.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 63'866 | 50'000 | 53'456 CHF | 42'373 CHF | 99.52% | 99.52% |
13.11.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 62'962 | 49'704 | 52'901 CHF | 42'308 CHF | 99.32% | 99.32% |
12.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'544 CHF | 39'460 CHF | 100.00% | 100.00% |
11.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'211 CHF | 38'508 CHF | 100.00% | 100.00% |
08.11.2024 | 1.23% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'571 CHF | 40'908 CHF | 100.00% | 100.00% |
07.11.2024 | 1.28% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 70'000 | 48'703 | 57'128 CHF | 40'252 CHF | 99.13% | 99.13% |