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 | 1.26% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'084 CHF | 39'846 CHF | 99.00% | 99.00% |
19.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'658 CHF | 40'255 CHF | 100.00% | 100.00% |
18.11.2024 | 1.83% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'412 | 50'000 | 51'683 CHF | 37'386 CHF | 100.00% | 100.00% |
15.11.2024 | 2.01% | 0.69 CHF | 0.71 CHF | 78'995 | 50'000 | 78'246 | 50'000 | 54'832 CHF | 35'763 CHF | 100.00% | 100.00% |
14.11.2024 | 1.84% | 0.70 CHF | 0.71 CHF | 79'005 | 50'000 | 78'071 | 50'000 | 54'564 CHF | 35'608 CHF | 99.22% | 99.22% |
13.11.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 72'125 | 49'710 | 53'021 CHF | 37'092 CHF | 99.36% | 99.36% |
12.11.2024 | 1.78% | 0.71 CHF | 0.72 CHF | 78'709 | 50'000 | 77'343 | 50'000 | 50'456 CHF | 33'196 CHF | 100.00% | 100.00% |
11.11.2024 | 1.90% | 0.59 CHF | 0.60 CHF | 75'807 | 50'000 | 75'819 | 50'000 | 44'910 CHF | 30'183 CHF | 100.00% | 100.00% |
08.11.2024 | 1.75% | 0.65 CHF | 0.67 CHF | 76'731 | 50'000 | 76'666 | 50'000 | 50'550 CHF | 33'547 CHF | 100.00% | 100.00% |
07.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 76'000 | 50'000 | 76'647 | 48'696 | 52'267 CHF | 33'679 CHF | 98.73% | 98.73% |