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 | 1.22% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 69'660 | 50'000 | 56'695 CHF | 41'200 CHF | 100.00% | 100.00% |
19.11.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 63'162 | 50'000 | 53'266 CHF | 42'705 CHF | 100.00% | 100.00% |
18.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 65'588 | 50'000 | 54'716 CHF | 42'242 CHF | 100.00% | 100.00% |
15.11.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 65'272 | 50'000 | 54'446 CHF | 42'247 CHF | 100.00% | 100.00% |
14.11.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'433 CHF | 44'194 CHF | 99.22% | 99.22% |
13.11.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 49'448 | 53'953 CHF | 44'961 CHF | 99.36% | 99.36% |
12.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'266 CHF | 44'888 CHF | 100.00% | 100.00% |
11.11.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 67'124 | 50'000 | 55'286 CHF | 41'722 CHF | 100.00% | 100.00% |
08.11.2024 | 1.79% | 0.86 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'615 CHF | 23'022 CHF | 100.00% | 100.00% |
07.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 61'388 | 48'697 | 51'705 CHF | 41'530 CHF | 98.73% | 98.73% |