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 | 1.20% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 67'397 | 50'000 | 55'672 CHF | 41'831 CHF | 100.00% | 100.00% |
19.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'039 | 50'000 | 51'378 CHF | 43'288 CHF | 100.00% | 100.00% |
18.11.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'023 | 50'000 | 50'985 CHF | 42'972 CHF | 100.00% | 100.00% |
15.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 62'535 | 50'000 | 52'935 CHF | 42'859 CHF | 100.00% | 100.00% |
14.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'143 CHF | 44'786 CHF | 99.22% | 99.22% |
13.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 49'448 | 54'778 CHF | 45'644 CHF | 99.36% | 99.36% |
12.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'962 CHF | 45'468 CHF | 100.00% | 100.00% |
11.11.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 65'207 | 50'000 | 54'525 CHF | 42'357 CHF | 100.00% | 100.00% |
08.11.2024 | 1.86% | 0.87 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'935 CHF | 23'365 CHF | 100.00% | 100.00% |
07.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'003 | 48'697 | 51'278 CHF | 42'109 CHF | 98.73% | 98.73% |