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 | 1.28% | 0.72 CHF | 0.73 CHF | 70'000 | 20'000 | 70'027 | 20'000 | 54'316 CHF | 15'714 CHF | 100.00% | 100.00% |
19.11.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 70'000 | 20'000 | 74'109 | 20'000 | 53'521 CHF | 14'666 CHF | 91.41% | 91.41% |
18.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 70'000 | 20'000 | 73'243 | 20'000 | 53'228 CHF | 14'753 CHF | 100.00% | 100.00% |
15.11.2024 | 1.27% | 0.75 CHF | 0.76 CHF | 70'000 | 20'000 | 69'584 | 20'000 | 54'683 CHF | 15'924 CHF | 100.00% | 100.00% |
14.11.2024 | 1.23% | 0.87 CHF | 0.88 CHF | 60'000 | 20'000 | 67'413 | 20'000 | 54'520 CHF | 16'410 CHF | 99.44% | 99.44% |
13.11.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 70'000 | 20'000 | 77'117 | 19'804 | 54'263 CHF | 14'176 CHF | 98.88% | 98.88% |
12.11.2024 | 1.26% | 0.74 CHF | 0.75 CHF | 70'000 | 20'000 | 69'729 | 20'000 | 55'102 CHF | 16'009 CHF | 100.00% | 100.00% |
11.11.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 56'182 CHF | 18'927 CHF | 100.00% | 100.00% |
08.11.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 54'035 CHF | 18'212 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60'000 | 20'000 | 50'443 | 19'351 | 51'683 CHF | 20'049 CHF | 99.06% | 99.06% |