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 | 1.17% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 62'419 | 50'000 | 52'961 CHF | 42'980 CHF | 99.00% | 99.00% |
19.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 65'465 | 50'000 | 54'842 CHF | 42'434 CHF | 100.00% | 100.00% |
18.11.2024 | 1.29% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'037 CHF | 45'614 CHF | 100.00% | 100.00% |
15.11.2024 | 1.25% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'983 CHF | 47'237 CHF | 100.00% | 100.00% |
14.11.2024 | 1.19% | 0.93 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'196 CHF | 47'392 CHF | 99.22% | 99.22% |
13.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 49'710 | 54'224 CHF | 45'433 CHF | 99.36% | 99.36% |
12.11.2024 | 1.37% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 54'553 | 50'000 | 53'812 CHF | 50'071 CHF | 100.00% | 100.00% |
11.11.2024 | 1.20% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'384 CHF | 53'018 CHF | 100.00% | 100.00% |
08.11.2024 | 1.44% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 58'642 | 50'000 | 57'483 CHF | 49'747 CHF | 100.00% | 100.00% |
07.11.2024 | 1.29% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 58'196 | 48'696 | 55'616 CHF | 47'281 CHF | 98.73% | 98.73% |