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 | 1.08% | 0.91 CHF | 0.92 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 64'739 CHF | 65'439 CHF | 100.00% | 100.00% |
19.11.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 63'221 CHF | 63'921 CHF | 100.00% | 100.00% |
18.11.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 55'164 CHF | 55'764 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 60'187 CHF | 60'787 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.14 CHF | 1.15 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 64'786 CHF | 65'386 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 61'852 CHF | 62'452 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'359 CHF | 56'859 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'332 CHF | 60'832 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'836 CHF | 60'336 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'653 CHF | 63'153 CHF | 100.00% | 100.00% |