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 | 1.83% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 98'680 | 75'000 | 53'418 CHF | 41'369 CHF | 94.79% | 94.79% |
19.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 91'260 | 75'000 | 51'790 CHF | 43'339 CHF | 100.00% | 100.00% |
18.11.2024 | 3.08% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 60'752 | 51'451 | 32'092 CHF | 27'855 CHF | 100.00% | 100.00% |
15.11.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 99'782 | 75'000 | 52'251 CHF | 40'030 CHF | 100.00% | 100.00% |
14.11.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 95'572 | 75'000 | 52'582 CHF | 42'073 CHF | 83.69% | 83.69% |
13.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'259 | 74'112 | 51'208 CHF | 42'791 CHF | 94.16% | 94.16% |
12.11.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 51'388 CHF | 43'574 CHF | 84.38% | 84.38% |
11.11.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 107'709 | 75'000 | 52'203 CHF | 37'125 CHF | 94.79% | 94.79% |
08.11.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 99'847 | 75'000 | 53'683 CHF | 41'076 CHF | 100.00% | 100.00% |
07.11.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 98'739 | 72'251 | 53'773 CHF | 40'038 CHF | 93.52% | 93.52% |