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 | 1.25% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 61'877 | 50'000 | 52'502 CHF | 42'987 CHF | 100.00% | 100.00% |
19.11.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'010 | 50'000 | 52'108 CHF | 43'942 CHF | 100.00% | 100.00% |
18.11.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'124 CHF | 43'936 CHF | 100.00% | 100.00% |
15.11.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'113 | 50'000 | 51'098 CHF | 43'029 CHF | 100.00% | 100.00% |
14.11.2024 | 1.17% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 63'570 | 50'000 | 53'851 CHF | 42'941 CHF | 99.52% | 99.52% |
13.11.2024 | 1.34% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 49'704 | 52'884 CHF | 38'051 CHF | 99.32% | 99.32% |