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 | 1.15% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 61'371 | 50'000 | 52'866 CHF | 43'611 CHF | 99.49% | 99.49% |
19.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 58'603 | 50'000 | 55'981 CHF | 48'389 CHF | 97.55% | 97.55% |
18.11.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 63'602 | 50'000 | 53'404 CHF | 42'541 CHF | 99.40% | 99.40% |
15.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'270 CHF | 44'892 CHF | 98.86% | 98.86% |
14.11.2024 | 1.01% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 55'650 | 50'000 | 54'628 CHF | 49'730 CHF | 99.50% | 99.50% |
13.11.2024 | 0.94% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'515 | 50'000 | 53'393 CHF | 53'386 CHF | 95.83% | 95.83% |
12.11.2024 | 1.06% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 58'665 | 50'000 | 55'121 CHF | 47'560 CHF | 99.57% | 99.57% |
11.11.2024 | 0.98% | 0.87 CHF | 0.88 CHF | 60'000 | 30'000 | 52'522 | 30'000 | 53'225 CHF | 30'820 CHF | 94.72% | 94.72% |
08.11.2024 | 0.81% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'969 CHF | 62'469 CHF | 91.96% | 91.96% |
07.11.2024 | 1.05% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 59'360 | 50'000 | 56'373 CHF | 48'014 CHF | 99.53% | 99.53% |