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 | 1.08% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'468 CHF | 46'723 CHF | 99.00% | 99.00% |
19.11.2024 | 1.39% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'949 CHF | 46'434 CHF | 100.00% | 100.00% |
18.11.2024 | 1.39% | 0.96 CHF | 0.98 CHF | 60'000 | 50'000 | 59'553 | 50'000 | 58'172 CHF | 49'531 CHF | 100.00% | 100.00% |
15.11.2024 | 1.30% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'910 | 50'000 | 51'384 CHF | 51'152 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 51'025 | 50'000 | 51'843 CHF | 51'330 CHF | 99.22% | 99.22% |
13.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 57'275 | 49'710 | 56'193 CHF | 49'351 CHF | 99.36% | 99.36% |
12.11.2024 | 1.09% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'304 CHF | 53'889 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'317 CHF | 56'884 CHF | 100.00% | 100.00% |
08.11.2024 | 1.09% | 1.06 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'953 CHF | 53'535 CHF | 100.00% | 100.00% |
07.11.2024 | 1.05% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'586 | 48'696 | 52'436 CHF | 51'084 CHF | 98.73% | 98.73% |