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 | 1.41% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 79'117 | 75'000 | 55'586 CHF | 53'458 CHF | 94.79% | 94.79% |
19.11.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'630 | 75'000 | 55'031 CHF | 55'339 CHF | 100.00% | 100.00% |
18.11.2024 | 2.13% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 53'311 | 51'451 | 36'691 CHF | 36'087 CHF | 100.00% | 100.00% |
15.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 79'693 | 75'000 | 54'664 CHF | 52'205 CHF | 100.00% | 100.00% |
14.11.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 77'629 | 75'000 | 55'521 CHF | 54'428 CHF | 83.69% | 83.69% |
13.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 74'932 | 74'112 | 54'693 CHF | 54'841 CHF | 94.16% | 94.16% |
12.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'290 CHF | 56'040 CHF | 84.38% | 84.38% |
11.11.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'600 CHF | 49'125 CHF | 94.79% | 94.79% |
08.11.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 79'804 | 75'000 | 55'965 CHF | 53'350 CHF | 100.00% | 100.00% |
07.11.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'094 | 72'251 | 55'731 CHF | 51'598 CHF | 93.52% | 93.52% |