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 | 1.41% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'608 CHF | 38'836 CHF | 100.00% | 100.00% |
19.11.2024 | 1.34% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'321 CHF | 40'770 CHF | 100.00% | 100.00% |
18.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'204 CHF | 39'235 CHF | 100.00% | 100.00% |
15.11.2024 | 1.39% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 69'465 | 50'000 | 54'920 CHF | 40'102 CHF | 100.00% | 100.00% |
14.11.2024 | 1.45% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'955 CHF | 38'376 CHF | 99.52% | 99.52% |
13.11.2024 | 1.49% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 49'700 | 53'660 CHF | 38'666 CHF | 98.35% | 98.35% |
12.11.2024 | 1.70% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 77'517 | 50'000 | 54'932 CHF | 36'076 CHF | 99.93% | 99.93% |
11.11.2024 | 1.61% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'924 CHF | 33'615 CHF | 100.00% | 100.00% |
08.11.2024 | 1.57% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 72'783 | 50'000 | 52'434 CHF | 36'619 CHF | 100.00% | 100.00% |
07.11.2024 | 1.58% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 74'338 | 48'695 | 53'213 CHF | 35'427 CHF | 98.50% | 98.50% |