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 | 1.31% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'062 CHF | 38'402 CHF | 100.00% | 100.00% |
19.11.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'637 CHF | 38'812 CHF | 100.00% | 100.00% |
18.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 72'068 | 50'000 | 52'044 CHF | 36'634 CHF | 100.00% | 100.00% |
15.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'754 CHF | 34'721 CHF | 100.00% | 100.00% |
14.11.2024 | 1.38% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 74'002 | 50'000 | 53'249 CHF | 36'554 CHF | 99.44% | 99.44% |
13.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 49'519 | 51'680 CHF | 37'053 CHF | 98.88% | 98.88% |
12.11.2024 | 1.39% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 74'750 | 50'000 | 53'559 CHF | 36'348 CHF | 100.00% | 100.00% |
11.11.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 84'375 | 50'000 | 52'949 CHF | 31'907 CHF | 100.00% | 100.00% |
08.11.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 80'000 | 25'000 | 84'460 | 25'000 | 52'638 CHF | 15'852 CHF | 100.00% | 100.00% |
07.11.2024 | 1.99% | 0.53 CHF | 0.54 CHF | 100'000 | 25'000 | 102'446 | 24'740 | 51'615 CHF | 12'724 CHF | 99.06% | 99.06% |