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 | 1.05% | 0.97 CHF | 0.98 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 56'679 CHF | 19'093 CHF | 100.00% | 100.00% |
19.11.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 60'000 | 20'000 | 60'011 | 20'000 | 52'658 CHF | 17'749 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 56'074 CHF | 18'891 CHF | 94.79% | 94.79% |
15.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 57'971 CHF | 19'524 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 56'705 CHF | 19'102 CHF | 99.44% | 99.44% |
13.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60'000 | 20'000 | 62'464 | 19'927 | 52'773 CHF | 17'048 CHF | 98.88% | 98.88% |
12.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 53'306 CHF | 17'969 CHF | 100.00% | 100.00% |
11.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'968 CHF | 22'737 CHF | 100.00% | 100.00% |
08.11.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 60'738 | 25'000 | 51'591 CHF | 21'491 CHF | 100.00% | 100.00% |
07.11.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 60'000 | 20'000 | 60'000 | 19'481 | 52'679 CHF | 17'292 CHF | 99.06% | 99.06% |