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 | 1.39% | 0.66 CHF | 0.72 CHF | 80'000 | 75'000 | 77'476 | 75'000 | 55'364 CHF | 54'363 CHF | 14.13% | 100.00% |
19.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 79'250 | 75'000 | 54'798 CHF | 52'642 CHF | 100.00% | 100.00% |
18.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'367 CHF | 56'117 CHF | 100.00% | 100.00% |
15.11.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'662 CHF | 58'412 CHF | 100.00% | 100.00% |
14.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'208 CHF | 58'958 CHF | 99.22% | 99.22% |
13.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 74'889 | 74'155 | 56'214 CHF | 56'424 CHF | 98.74% | 98.74% |
12.11.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'381 CHF | 59'131 CHF | 100.00% | 100.00% |
11.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'012 CHF | 63'762 CHF | 100.00% | 100.00% |
08.11.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'732 CHF | 63'482 CHF | 100.00% | 100.00% |
07.11.2024 | 1.16% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 74'219 | 72'397 | 67'029 CHF | 66'062 CHF | 98.73% | 98.73% |