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 | 1.28% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 64'461 | 49'465 | 53'676 CHF | 41'777 CHF | 100.00% | 100.00% |
19.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 63'569 | 50'000 | 53'260 CHF | 42'434 CHF | 100.00% | 100.00% |
18.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'581 CHF | 40'915 CHF | 100.00% | 100.00% |
15.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'739 CHF | 38'885 CHF | 100.00% | 100.00% |
14.11.2024 | 1.44% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'636 CHF | 39'594 CHF | 99.27% | 99.27% |
13.11.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 49'375 | 53'794 CHF | 38'450 CHF | 99.40% | 99.40% |
12.11.2024 | 1.42% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'361 CHF | 43'412 CHF | 100.00% | 100.00% |
11.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'646 CHF | 47'705 CHF | 100.00% | 100.00% |
08.11.2024 | 1.36% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'970 CHF | 48'124 CHF | 100.00% | 100.00% |
07.11.2024 | 1.34% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 55'361 | 47'945 | 53'996 CHF | 47'407 CHF | 99.06% | 99.06% |