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 | 1.12% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'511 CHF | 48'464 CHF | 100.00% | 100.00% |
19.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'401 CHF | 47'501 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'401 CHF | 47'501 CHF | 100.00% | 100.00% |
15.11.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'661 CHF | 48'573 CHF | 100.00% | 100.00% |
14.11.2024 | 1.03% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 58'297 | 50'000 | 56'040 CHF | 48'619 CHF | 99.52% | 99.52% |
13.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 49'704 | 52'769 CHF | 52'963 CHF | 99.32% | 99.32% |
12.11.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'600 CHF | 52'100 CHF | 100.00% | 100.00% |
11.11.2024 | 1.16% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 59'504 | 50'000 | 57'881 CHF | 49'216 CHF | 100.00% | 100.00% |
08.11.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'340 CHF | 48'283 CHF | 100.00% | 100.00% |
07.11.2024 | 1.15% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 48'695 | 54'398 CHF | 44'622 CHF | 98.51% | 98.51% |