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 | 1.36% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'460 CHF | 37'986 CHF | 100.00% | 100.00% |
19.11.2024 | 1.61% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 76'606 | 50'000 | 54'388 CHF | 36'101 CHF | 100.00% | 100.00% |
18.11.2024 | 1.46% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'846 CHF | 37'577 CHF | 100.00% | 100.00% |
15.11.2024 | 1.52% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 71'883 | 50'000 | 51'868 CHF | 36'673 CHF | 100.00% | 100.00% |
14.11.2024 | 1.45% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'703 CHF | 38'196 CHF | 99.52% | 99.52% |
13.11.2024 | 1.47% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'356 | 49'700 | 52'356 CHF | 37'541 CHF | 98.35% | 98.35% |
12.11.2024 | 1.41% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'214 CHF | 40'724 CHF | 99.93% | 99.93% |
11.11.2024 | 1.29% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'180 CHF | 43'204 CHF | 100.00% | 100.00% |
08.11.2024 | 1.38% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'554 CHF | 40'233 CHF | 100.00% | 100.00% |
07.11.2024 | 1.40% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 48'695 | 55'935 CHF | 39'461 CHF | 98.50% | 98.50% |