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 | 1.28% | 0.77 CHF | 0.78 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 54'133 CHF | 54'833 CHF | 100.00% | 100.00% |
19.11.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 50'944 CHF | 51'644 CHF | 100.00% | 100.00% |
18.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 51'216 CHF | 51'916 CHF | 100.00% | 100.00% |
15.11.2024 | 1.12% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'561 CHF | 45'061 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'751 CHF | 55'251 CHF | 100.00% | 100.00% |
13.11.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'232 CHF | 53'732 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'621 CHF | 56'121 CHF | 100.00% | 100.00% |
11.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'358 CHF | 54'858 CHF | 100.00% | 100.00% |
08.11.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'230 CHF | 51'730 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 59'970 CHF | 60'570 CHF | 100.00% | 100.00% |