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 | 1.66% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'886 CHF | 30'437 CHF | 100.00% | 100.00% |
19.11.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'060 | 50'000 | 53'985 CHF | 30'473 CHF | 99.40% | 99.40% |
18.11.2024 | 1.62% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 88'213 | 50'000 | 53'959 CHF | 31'104 CHF | 100.00% | 100.00% |
15.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'564 CHF | 32'728 CHF | 100.00% | 100.00% |
14.11.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 82'573 | 50'000 | 51'989 CHF | 31'996 CHF | 99.52% | 99.52% |
13.11.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 82'962 | 49'704 | 52'371 CHF | 31'904 CHF | 99.32% | 99.32% |
12.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'511 CHF | 29'117 CHF | 100.00% | 100.00% |
11.11.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 97'612 | 50'000 | 53'836 CHF | 28'090 CHF | 100.00% | 100.00% |
08.11.2024 | 1.66% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'983 CHF | 30'491 CHF | 100.00% | 100.00% |
07.11.2024 | 1.71% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 90'000 | 48'703 | 54'759 CHF | 30'140 CHF | 99.13% | 99.13% |