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 | 1.12% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'279 CHF | 44'899 CHF | 100.00% | 100.00% |
19.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'057 CHF | 46'381 CHF | 100.00% | 100.00% |
18.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'654 CHF | 46'045 CHF | 100.00% | 100.00% |
15.11.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'572 CHF | 45'976 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'884 CHF | 47'903 CHF | 99.22% | 99.22% |
13.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 49'448 | 58'477 CHF | 48'687 CHF | 99.36% | 99.36% |
12.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'675 CHF | 48'563 CHF | 100.00% | 100.00% |
11.11.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'940 CHF | 45'450 CHF | 100.00% | 100.00% |
08.11.2024 | 1.81% | 0.93 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'467 CHF | 24'916 CHF | 100.00% | 100.00% |
07.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 48'697 | 55'076 CHF | 45'197 CHF | 98.73% | 98.73% |