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 | 3.00% | 0.64 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'830 CHF | 50'069 CHF | 100.00% | 100.00% |
19.11.2024 | 3.07% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 81'148 | 75'000 | 51'462 CHF | 49'062 CHF | 100.00% | 100.00% |
18.11.2024 | 3.72% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 80'020 | 63'928 | 51'417 CHF | 42'549 CHF | 99.60% | 99.60% |
15.11.2024 | 2.98% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'478 CHF | 51'651 CHF | 100.00% | 100.00% |
14.11.2024 | 2.87% | 0.71 CHF | 0.73 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'967 CHF | 53'032 CHF | 99.44% | 99.44% |
13.11.2024 | 2.98% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 74'373 | 53'592 CHF | 51'322 CHF | 98.88% | 98.88% |
12.11.2024 | 2.81% | 0.70 CHF | 0.72 CHF | 80'000 | 75'000 | 77'721 | 75'000 | 55'410 CHF | 55'009 CHF | 100.00% | 100.00% |
11.11.2024 | 2.67% | 0.74 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'986 CHF | 57'504 CHF | 100.00% | 100.00% |
08.11.2024 | 2.71% | 0.73 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'372 CHF | 56'892 CHF | 100.00% | 100.00% |
07.11.2024 | 2.80% | 0.73 CHF | 0.75 CHF | 75'000 | 75'000 | 74'740 | 72'402 | 56'250 CHF | 55'988 CHF | 99.06% | 99.06% |