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 | 1.59% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 85'844 | 75'000 | 53'592 CHF | 47'675 CHF | 100.00% | 100.00% |
19.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 81'435 | 75'000 | 53'141 CHF | 49'766 CHF | 100.00% | 100.00% |
18.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 85'603 | 75'000 | 53'363 CHF | 47'545 CHF | 100.00% | 100.00% |
15.11.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'475 | 75'000 | 51'987 CHF | 43'855 CHF | 100.00% | 100.00% |
14.11.2024 | 1.65% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 87'150 | 75'000 | 52'269 CHF | 45'823 CHF | 99.22% | 99.22% |
13.11.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'373 | 74'449 | 52'673 CHF | 49'562 CHF | 99.36% | 99.36% |
12.11.2024 | 1.75% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 92'040 | 75'000 | 52'217 CHF | 43'338 CHF | 100.00% | 100.00% |
11.11.2024 | 1.81% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 88'966 | 73'096 | 50'722 CHF | 42'444 CHF | 100.00% | 100.00% |
08.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 82'401 | 75'000 | 52'282 CHF | 48'371 CHF | 100.00% | 100.00% |
07.11.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 89'495 | 73'698 | 54'371 CHF | 45'485 CHF | 98.73% | 98.73% |