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 | 1.74% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 92'174 | 75'000 | 52'407 CHF | 43'433 CHF | 100.00% | 100.00% |
19.11.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 99'985 | 75'000 | 52'993 CHF | 40'501 CHF | 100.00% | 100.00% |
18.11.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 99'335 | 75'000 | 53'647 CHF | 41'268 CHF | 100.00% | 100.00% |
15.11.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 96'838 | 75'000 | 52'031 CHF | 41'102 CHF | 100.00% | 100.00% |
14.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 101'256 | 75'000 | 51'702 CHF | 39'067 CHF | 99.52% | 99.52% |
13.11.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 106'825 | 74'138 | 52'295 CHF | 37'130 CHF | 98.35% | 98.35% |
12.11.2024 | 1.77% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 91'573 | 75'000 | 51'360 CHF | 42'842 CHF | 99.90% | 99.90% |
11.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 84'904 | 75'000 | 53'046 CHF | 47'632 CHF | 100.00% | 100.00% |
08.11.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 89'998 | 75'000 | 55'231 CHF | 46'778 CHF | 100.00% | 100.00% |
07.11.2024 | 1.60% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 81'442 | 72'408 | 52'596 CHF | 47'663 CHF | 99.13% | 99.13% |