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 | 1.49% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'406 CHF | 50'819 CHF | 100.00% | 100.00% |
19.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'858 CHF | 50'304 CHF | 100.00% | 100.00% |
18.11.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'485 CHF | 50'892 CHF | 99.77% | 99.77% |
15.11.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'065 CHF | 51'436 CHF | 100.00% | 100.00% |
14.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 79'983 | 75'000 | 55'705 CHF | 52'986 CHF | 95.91% | 95.91% |
13.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'031 CHF | 56'781 CHF | 94.30% | 94.30% |
12.11.2024 | 1.39% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 77'487 | 75'000 | 55'520 CHF | 54'509 CHF | 98.70% | 98.70% |
11.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'685 CHF | 52'018 CHF | 95.92% | 95.92% |
08.11.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'003 CHF | 51'378 CHF | 84.64% | 84.64% |
07.11.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'194 CHF | 49'682 CHF | 100.00% | 100.00% |