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 | 1.80% | 1.13 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'171 CHF | 56'171 CHF | 100.00% | 100.00% |
19.11.2024 | 1.70% | 1.05 CHF | 1.07 CHF | 50'000 | 50'000 | 47'494 | 47'494 | 55'772 CHF | 56'722 CHF | 90.48% | 95.41% |
18.11.2024 | 1.41% | 1.43 CHF | 1.45 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 56'256 CHF | 57'056 CHF | 100.00% | 100.00% |
15.11.2024 | 1.39% | 1.41 CHF | 1.43 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 57'041 CHF | 57'841 CHF | 100.00% | 100.00% |
14.11.2024 | 1.33% | 1.52 CHF | 1.54 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 59'727 CHF | 60'527 CHF | 100.00% | 100.00% |
13.11.2024 | 1.39% | 1.48 CHF | 1.50 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 57'070 CHF | 57'870 CHF | 100.00% | 100.00% |
12.11.2024 | 1.22% | 1.58 CHF | 1.60 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 65'116 CHF | 65'916 CHF | 100.00% | 100.00% |
11.11.2024 | 1.14% | 1.69 CHF | 1.71 CHF | 40'000 | 40'000 | 39'994 | 39'994 | 69'941 CHF | 70'741 CHF | 100.00% | 100.00% |
08.11.2024 | 1.22% | 1.66 CHF | 1.68 CHF | 40'000 | 40'000 | 39'995 | 39'995 | 65'178 CHF | 65'978 CHF | 100.00% | 100.00% |
07.11.2024 | 1.19% | 1.60 CHF | 1.62 CHF | 40'000 | 40'000 | 39'998 | 39'998 | 66'815 CHF | 67'615 CHF | 100.00% | 100.00% |