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 | 1.89% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 54'020 | 50'000 | 53'332 CHF | 50'385 CHF | 100.00% | 100.00% |
19.11.2024 | 2.03% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'436 CHF | 47'145 CHF | 100.00% | 100.00% |
18.11.2024 | 1.97% | 0.93 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'776 CHF | 48'254 CHF | 100.00% | 100.00% |
15.11.2024 | 1.33% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'337 CHF | 49'263 CHF | 99.99% | 99.99% |
14.11.2024 | 1.81% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'089 | 50'000 | 50'939 CHF | 51'779 CHF | 99.52% | 99.52% |
13.11.2024 | 1.83% | 1.00 CHF | 1.02 CHF | 50'000 | 50'000 | 56'593 | 49'383 | 56'139 CHF | 49'923 CHF | 99.32% | 99.32% |
12.11.2024 | 1.60% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 59'435 | 50'000 | 58'475 CHF | 49'991 CHF | 100.00% | 100.00% |
11.11.2024 | 1.62% | 1.00 CHF | 1.02 CHF | 50'000 | 50'000 | 50'024 | 50'000 | 51'506 CHF | 52'327 CHF | 100.00% | 100.00% |
08.11.2024 | 1.54% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'385 CHF | 49'411 CHF | 100.00% | 100.00% |
07.11.2024 | 1.79% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 59'729 | 48'444 | 57'934 CHF | 47'862 CHF | 99.12% | 99.12% |