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 | 1.53% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'791 CHF | 49'304 CHF | 94.79% | 94.79% |
19.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'923 CHF | 51'303 CHF | 100.00% | 100.00% |
18.11.2024 | 2.24% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 53'311 | 51'451 | 33'694 CHF | 33'176 CHF | 100.00% | 100.00% |
15.11.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 83'320 | 75'000 | 52'556 CHF | 48'101 CHF | 100.00% | 100.00% |
14.11.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'665 CHF | 50'123 CHF | 83.69% | 83.69% |
13.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 74'112 | 54'094 CHF | 50'861 CHF | 94.16% | 94.16% |
12.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'468 CHF | 51'814 CHF | 84.37% | 84.37% |
11.11.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'239 CHF | 45'116 CHF | 94.79% | 94.79% |
08.11.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 80'560 | 75'000 | 52'010 CHF | 49'184 CHF | 100.00% | 100.00% |
07.11.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 72'251 | 52'215 CHF | 47'829 CHF | 93.52% | 93.52% |