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 | 1.33% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'685 | 50'000 | 52'958 CHF | 37'980 CHF | 99.00% | 99.00% |
19.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'366 | 50'000 | 51'967 CHF | 37'434 CHF | 100.00% | 100.00% |
18.11.2024 | 1.45% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'043 CHF | 40'614 CHF | 100.00% | 100.00% |
15.11.2024 | 1.40% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 65'402 | 50'000 | 54'439 CHF | 42'237 CHF | 100.00% | 100.00% |
14.11.2024 | 1.34% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 63'588 | 50'000 | 53'141 CHF | 42'392 CHF | 99.22% | 99.22% |
13.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 68'877 | 49'710 | 55'317 CHF | 40'462 CHF | 99.36% | 99.36% |
12.11.2024 | 1.52% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 60'447 | 50'000 | 53'638 CHF | 45'071 CHF | 100.00% | 100.00% |
11.11.2024 | 1.33% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'861 CHF | 48'018 CHF | 100.00% | 100.00% |
08.11.2024 | 1.61% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'842 CHF | 44'747 CHF | 100.00% | 100.00% |
07.11.2024 | 1.43% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 61'971 | 48'696 | 53'069 CHF | 42'411 CHF | 98.73% | 98.73% |