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 | 1.07% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'618 CHF | 46'849 CHF | 100.00% | 100.00% |
19.11.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'394 CHF | 48'329 CHF | 100.00% | 100.00% |
18.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'986 CHF | 47'988 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'869 CHF | 47'891 CHF | 100.00% | 100.00% |
14.11.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 57'882 | 50'000 | 57'066 CHF | 49'828 CHF | 99.22% | 99.22% |
13.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 49'448 | 50'658 CHF | 50'598 CHF | 99.36% | 99.36% |
12.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'945 | 50'000 | 50'927 CHF | 50'492 CHF | 100.00% | 100.00% |
11.11.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'282 CHF | 47'402 CHF | 100.00% | 100.00% |
08.11.2024 | 1.70% | 0.97 CHF | 0.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'458 CHF | 25'895 CHF | 100.00% | 100.00% |
07.11.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 48'697 | 57'300 CHF | 46'998 CHF | 98.73% | 98.73% |