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 | 1.05% | 0.93 CHF | 0.94 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 56'946 CHF | 19'182 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 60'000 | 20'000 | 52'049 | 20'000 | 52'878 CHF | 20'543 CHF | 100.00% | 100.00% |
18.11.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60'000 | 20'000 | 59'440 | 20'000 | 57'224 CHF | 19'462 CHF | 94.79% | 94.79% |
15.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 55'881 CHF | 18'827 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 60'000 | 20'000 | 59'807 | 20'000 | 56'965 CHF | 19'253 CHF | 99.44% | 99.44% |
13.11.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50'000 | 20'000 | 50'000 | 19'927 | 52'670 CHF | 21'193 CHF | 98.88% | 98.88% |
12.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 50'612 CHF | 20'445 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60'000 | 25'000 | 53'010 | 25'000 | 53'007 CHF | 25'263 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'617 CHF | 26'558 CHF | 100.00% | 100.00% |
07.11.2024 | 1.02% | 1.06 CHF | 1.07 CHF | 50'000 | 20'000 | 50'000 | 19'481 | 51'265 CHF | 20'186 CHF | 99.06% | 99.06% |