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 | 1.12% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'282 CHF | 44'902 CHF | 100.00% | 100.00% |
19.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'743 CHF | 45'286 CHF | 100.00% | 100.00% |
18.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'833 | 50'000 | 51'849 CHF | 43'134 CHF | 100.00% | 100.00% |
15.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 69'668 | 50'000 | 56'731 CHF | 41'221 CHF | 100.00% | 100.00% |
14.11.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 63'065 | 50'000 | 53'452 CHF | 42'959 CHF | 99.44% | 99.44% |
13.11.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 49'519 | 52'097 CHF | 43'491 CHF | 98.88% | 98.88% |
12.11.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'042 | 50'000 | 50'852 CHF | 42'848 CHF | 100.00% | 100.00% |
11.11.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'070 CHF | 38'407 CHF | 100.00% | 100.00% |
08.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 70'216 | 25'000 | 52'940 CHF | 19'102 CHF | 100.00% | 100.00% |
07.11.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 82'446 | 24'740 | 52'250 CHF | 15'940 CHF | 99.06% | 99.06% |