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 | 1.32% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'618 CHF | 38'085 CHF | 100.00% | 100.00% |
19.11.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'768 CHF | 39'620 CHF | 100.00% | 100.00% |
18.11.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'171 CHF | 39'193 CHF | 100.00% | 100.00% |
15.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'169 CHF | 39'192 CHF | 100.00% | 100.00% |
14.11.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 69'515 | 50'000 | 56'522 CHF | 41'164 CHF | 99.22% | 99.22% |
13.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 63'423 | 49'448 | 53'102 CHF | 41'917 CHF | 99.36% | 99.36% |
12.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 69'932 | 50'000 | 57'765 CHF | 41'802 CHF | 100.00% | 100.00% |
11.11.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'408 CHF | 38'649 CHF | 100.00% | 100.00% |
08.11.2024 | 2.07% | 0.80 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'065 CHF | 21'505 CHF | 100.00% | 100.00% |
07.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 48'696 | 54'700 CHF | 38'556 CHF | 98.73% | 98.73% |