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 | 1.27% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 69'859 | 50'000 | 55'710 CHF | 40'386 CHF | 100.00% | 100.00% |
19.11.2024 | 1.44% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'063 CHF | 38'452 CHF | 100.00% | 100.00% |
18.11.2024 | 1.30% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'260 CHF | 39'987 CHF | 100.00% | 100.00% |
15.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'341 CHF | 39'350 CHF | 100.00% | 100.00% |
14.11.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'801 CHF | 41'098 CHF | 99.52% | 99.52% |
13.11.2024 | 1.42% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 69'777 | 49'700 | 55'950 CHF | 40'427 CHF | 98.35% | 98.35% |
12.11.2024 | 1.33% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'928 | 50'000 | 52'462 CHF | 43'653 CHF | 99.93% | 99.93% |
11.11.2024 | 1.28% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'628 CHF | 46'111 CHF | 100.00% | 100.00% |
08.11.2024 | 1.29% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'815 | 50'000 | 51'775 CHF | 43'134 CHF | 100.00% | 100.00% |
07.11.2024 | 1.41% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 60'293 | 48'695 | 51'641 CHF | 42'305 CHF | 98.50% | 98.50% |