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% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'915 CHF | 43'763 CHF | 100.00% | 100.00% |
19.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'672 CHF | 45'226 CHF | 100.00% | 100.00% |
18.11.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'127 CHF | 44'773 CHF | 100.00% | 100.00% |
15.11.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'101 CHF | 44'751 CHF | 100.00% | 100.00% |
14.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'446 CHF | 46'705 CHF | 99.22% | 99.22% |
13.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 49'448 | 57'004 CHF | 47'476 CHF | 99.36% | 99.36% |
12.11.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'332 CHF | 47'443 CHF | 100.00% | 100.00% |
11.11.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'546 CHF | 44'288 CHF | 100.00% | 100.00% |
08.11.2024 | 1.71% | 0.91 CHF | 0.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'880 CHF | 24'291 CHF | 100.00% | 100.00% |
07.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 48'696 | 53'598 CHF | 44'002 CHF | 98.73% | 98.73% |