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 | 1.09% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 54'849 CHF | 55'449 CHF | 100.00% | 100.00% |
19.11.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 41'165 CHF | 41'765 CHF | 100.00% | 100.00% |
18.11.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'877 CHF | 43'477 CHF | 100.00% | 100.00% |
15.11.2024 | 1.29% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'490 CHF | 38'990 CHF | 100.00% | 100.00% |
14.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'995 CHF | 41'495 CHF | 100.00% | 100.00% |
13.11.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'028 CHF | 44'528 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 0.88 CHF | 0.89 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'655 CHF | 42'055 CHF | 100.00% | 100.00% |
11.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 53'385 CHF | 53'835 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 45'547 CHF | 45'997 CHF | 100.00% | 100.00% |
07.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'260 CHF | 52'760 CHF | 100.00% | 100.00% |