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 | 1.22% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'835 CHF | 41'335 CHF | 99.56% | 99.56% |
19.11.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'838 CHF | 49'438 CHF | 99.51% | 99.51% |
18.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 44'527 CHF | 45'127 CHF | 99.49% | 99.49% |
15.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 43'219 CHF | 43'819 CHF | 98.91% | 98.91% |
14.11.2024 | 1.23% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'404 CHF | 40'904 CHF | 99.49% | 99.49% |
13.11.2024 | 1.19% | 0.89 CHF | 0.90 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 50'068 CHF | 50'668 CHF | 99.48% | 99.48% |
12.11.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 43'757 CHF | 44'357 CHF | 99.53% | 99.53% |
11.11.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 43'473 CHF | 44'073 CHF | 99.51% | 99.51% |
08.11.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 52'050 CHF | 52'750 CHF | 99.45% | 99.49% |
07.11.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 37'173 CHF | 37'773 CHF | 99.48% | 99.53% |