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 | 1.53% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'748 CHF | 49'264 CHF | 99.99% | 99.99% |
19.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'236 | 75'000 | 51'303 CHF | 48'709 CHF | 100.00% | 100.00% |
18.11.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 80'416 | 75'000 | 52'144 CHF | 49'394 CHF | 99.77% | 99.77% |
15.11.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'539 CHF | 50'006 CHF | 99.99% | 99.99% |
14.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'572 CHF | 34'607 CHF | 95.92% | 95.92% |
13.11.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'172 CHF | 37'766 CHF | 97.72% | 97.72% |
12.11.2024 | 1.40% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 78'670 | 75'000 | 55'667 CHF | 53'845 CHF | 98.70% | 98.70% |
11.11.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'439 CHF | 50'849 CHF | 95.92% | 95.92% |
08.11.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'564 CHF | 50'029 CHF | 84.64% | 84.64% |
07.11.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 82'512 | 75'000 | 51'822 CHF | 47'875 CHF | 99.99% | 99.99% |