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 | 1.16% | 0.88 CHF | 0.89 CHF | 60'000 | 20'000 | 60'053 | 20'000 | 51'324 CHF | 17'293 CHF | 100.00% | 100.00% |
19.11.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 55'123 CHF | 15'949 CHF | 100.00% | 100.00% |
18.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 60'000 | 20'000 | 62'396 | 20'000 | 52'641 CHF | 17'091 CHF | 94.79% | 94.79% |
15.11.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 52'571 CHF | 17'724 CHF | 100.00% | 100.00% |
14.11.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 60'000 | 20'000 | 61'131 | 20'000 | 52'232 CHF | 17'302 CHF | 99.44% | 99.44% |
13.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 70'000 | 20'000 | 70'000 | 19'927 | 52'879 CHF | 15'255 CHF | 98.88% | 98.88% |
12.11.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 55'844 CHF | 16'155 CHF | 100.00% | 100.00% |
11.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'550 CHF | 20'447 CHF | 100.00% | 100.00% |
08.11.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'129 CHF | 19'225 CHF | 100.00% | 100.00% |
07.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 70'000 | 20'000 | 70'000 | 19'481 | 55'115 CHF | 15'526 CHF | 99.06% | 99.06% |