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 | 1.22% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'770 CHF | 44'514 CHF | 100.00% | 100.00% |
19.11.2024 | 1.24% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'110 CHF | 46'498 CHF | 100.00% | 100.00% |
18.11.2024 | 1.21% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'328 CHF | 44'983 CHF | 100.00% | 100.00% |
15.11.2024 | 1.19% | 0.94 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'252 CHF | 45'752 CHF | 100.00% | 100.00% |
14.11.2024 | 1.27% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'146 CHF | 44'009 CHF | 99.52% | 99.52% |
13.11.2024 | 1.26% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 49'700 | 52'847 CHF | 44'330 CHF | 98.35% | 98.35% |
12.11.2024 | 1.26% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 68'399 | 50'000 | 56'319 CHF | 41'722 CHF | 99.93% | 99.93% |
11.11.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'131 CHF | 39'191 CHF | 100.00% | 100.00% |
08.11.2024 | 1.30% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 64'892 | 50'000 | 54'131 CHF | 42'290 CHF | 100.00% | 100.00% |
07.11.2024 | 1.37% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 66'713 | 48'695 | 55'326 CHF | 40'963 CHF | 98.50% | 98.50% |