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 | 1.42% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 79'468 | 75'000 | 55'543 CHF | 53'183 CHF | 100.00% | 100.00% |
19.11.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'801 CHF | 50'251 CHF | 100.00% | 100.00% |
18.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'311 CHF | 50'729 CHF | 100.00% | 100.00% |
15.11.2024 | 1.50% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'113 CHF | 50'543 CHF | 100.00% | 100.00% |
14.11.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 81'256 | 75'000 | 52'048 CHF | 48'817 CHF | 99.52% | 99.52% |
13.11.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 86'364 | 74'138 | 53'503 CHF | 46'767 CHF | 98.35% | 98.35% |
12.11.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'276 CHF | 52'571 CHF | 99.90% | 99.90% |
11.11.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'570 CHF | 57'320 CHF | 100.00% | 100.00% |
08.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'778 CHF | 56'528 CHF | 100.00% | 100.00% |
07.11.2024 | 1.32% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 74'741 | 72'408 | 58'044 CHF | 57'073 CHF | 99.13% | 99.13% |