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 | 1.70% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 59'881 | 25'000 | 53'156 CHF | 22'579 CHF | 100.00% | 100.00% |
19.11.2024 | 1.82% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 51'636 | 23'353 | 48'182 CHF | 22'593 CHF | 94.92% | 94.92% |
18.11.2024 | 1.41% | 1.14 CHF | 1.15 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'738 CHF | 28'264 CHF | 100.00% | 100.00% |
15.11.2024 | 1.36% | 1.12 CHF | 1.14 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 56'864 CHF | 28'821 CHF | 100.00% | 100.00% |
14.11.2024 | 1.31% | 1.21 CHF | 1.23 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 59'419 CHF | 30'101 CHF | 99.44% | 99.44% |
13.11.2024 | 1.43% | 1.17 CHF | 1.19 CHF | 50'000 | 25'000 | 50'000 | 24'964 | 56'551 CHF | 28'643 CHF | 98.88% | 98.88% |
12.11.2024 | 1.32% | 1.25 CHF | 1.27 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 51'955 CHF | 32'902 CHF | 100.00% | 100.00% |
11.11.2024 | 1.08% | 1.35 CHF | 1.37 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 55'906 CHF | 35'321 CHF | 100.00% | 100.00% |
08.11.2024 | 1.21% | 1.32 CHF | 1.34 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 51'998 CHF | 32'895 CHF | 100.00% | 100.00% |
07.11.2024 | 1.23% | 1.28 CHF | 1.29 CHF | 40'000 | 25'000 | 40'000 | 24'741 | 53'315 CHF | 33'391 CHF | 99.06% | 99.06% |