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 | 1.81% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'462 CHF | 46'215 CHF | 100.00% | 100.00% |
19.11.2024 | 1.91% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 61'524 | 50'000 | 51'833 CHF | 42'958 CHF | 100.00% | 100.00% |
18.11.2024 | 1.96% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'905 CHF | 44'108 CHF | 100.00% | 100.00% |
15.11.2024 | 2.03% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'226 CHF | 45'263 CHF | 99.99% | 99.99% |
14.11.2024 | 1.91% | 0.94 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'135 CHF | 47'683 CHF | 99.52% | 99.52% |
13.11.2024 | 1.96% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 49'383 | 54'639 CHF | 45'860 CHF | 99.32% | 99.32% |
12.11.2024 | 2.04% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'989 CHF | 45'916 CHF | 100.00% | 100.00% |
11.11.2024 | 1.84% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'792 CHF | 48'205 CHF | 100.00% | 100.00% |
08.11.2024 | 1.95% | 0.89 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'293 CHF | 45'284 CHF | 100.00% | 100.00% |
07.11.2024 | 1.79% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 48'444 | 53'396 CHF | 43'908 CHF | 99.12% | 99.12% |