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 | 1.25% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'020 | 50'000 | 51'933 CHF | 43'810 CHF | 100.00% | 100.00% |
19.11.2024 | 1.27% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 68'749 | 50'000 | 56'805 CHF | 41'855 CHF | 100.00% | 100.00% |
18.11.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'505 CHF | 43'433 CHF | 100.00% | 100.00% |
15.11.2024 | 1.28% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 62'015 | 50'000 | 52'328 CHF | 42'790 CHF | 100.00% | 100.00% |
14.11.2024 | 1.22% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'827 CHF | 44'564 CHF | 99.52% | 99.52% |
13.11.2024 | 1.34% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 49'700 | 52'185 CHF | 43'808 CHF | 98.35% | 98.35% |
12.11.2024 | 1.24% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'709 CHF | 47'002 CHF | 99.93% | 99.93% |
11.11.2024 | 1.11% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 59'992 | 50'000 | 58'666 CHF | 49'440 CHF | 100.00% | 100.00% |
08.11.2024 | 1.18% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'193 CHF | 46'540 CHF | 100.00% | 100.00% |
07.11.2024 | 1.22% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 48'695 | 55'496 CHF | 45'594 CHF | 98.50% | 98.50% |