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 | 1.21% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 67'627 | 50'000 | 55'648 CHF | 41'674 CHF | 100.00% | 100.00% |
19.11.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 69'885 | 50'000 | 56'266 CHF | 40'781 CHF | 100.00% | 100.00% |
18.11.2024 | 1.33% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'283 CHF | 40'741 CHF | 100.00% | 100.00% |
15.11.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 68'363 | 50'000 | 56'498 CHF | 41'838 CHF | 100.00% | 100.00% |
14.11.2024 | 1.20% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 64'697 | 50'000 | 53'412 CHF | 41'880 CHF | 99.52% | 99.52% |
13.11.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 49'704 | 55'225 CHF | 46'257 CHF | 99.32% | 99.32% |
12.11.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'851 CHF | 45'376 CHF | 100.00% | 100.00% |
11.11.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 63'662 | 50'000 | 53'316 CHF | 42'413 CHF | 100.00% | 100.00% |
08.11.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 68'662 | 50'000 | 56'351 CHF | 41'554 CHF | 100.00% | 100.00% |
07.11.2024 | 1.35% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 48'695 | 53'986 CHF | 38'029 CHF | 98.51% | 98.51% |