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 | 1.56% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 82'626 | 50'000 | 52'367 CHF | 32'226 CHF | 100.00% | 100.00% |
19.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 81'886 | 50'000 | 51'978 CHF | 32'256 CHF | 99.40% | 99.40% |
18.11.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 86'618 | 50'000 | 53'858 CHF | 31'617 CHF | 100.00% | 100.00% |
15.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'154 CHF | 30'030 CHF | 100.00% | 100.00% |
14.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'465 CHF | 30'758 CHF | 99.52% | 99.52% |
13.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 88'677 | 49'704 | 53'672 CHF | 30'606 CHF | 99.32% | 99.32% |
12.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'326 CHF | 33'829 CHF | 100.00% | 100.00% |
11.11.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'942 CHF | 34'839 CHF | 100.00% | 100.00% |
08.11.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 83'311 | 50'000 | 53'268 CHF | 32'509 CHF | 100.00% | 100.00% |
07.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 80'941 | 48'703 | 51'139 CHF | 31'284 CHF | 99.13% | 99.13% |