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 | 1.80% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 97'053 | 75'000 | 53'493 CHF | 42'119 CHF | 94.79% | 94.79% |
19.11.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'976 | 75'000 | 52'486 CHF | 44'043 CHF | 100.00% | 100.00% |
18.11.2024 | 3.02% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 60'733 | 51'451 | 32'689 CHF | 28'369 CHF | 100.00% | 100.00% |
15.11.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 99'356 | 75'000 | 53'011 CHF | 40'780 CHF | 100.00% | 100.00% |
14.11.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 94'651 | 75'000 | 53'022 CHF | 42'823 CHF | 83.69% | 83.69% |
13.11.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 74'112 | 51'966 CHF | 43'533 CHF | 94.16% | 94.16% |
12.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'288 CHF | 44'324 CHF | 84.37% | 84.37% |
11.11.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 106'508 | 75'000 | 52'402 CHF | 37'684 CHF | 94.79% | 94.79% |
08.11.2024 | 1.81% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 97'218 | 75'000 | 53'209 CHF | 41'826 CHF | 100.00% | 100.00% |
07.11.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 96'092 | 72'251 | 53'278 CHF | 40'760 CHF | 93.52% | 93.52% |