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 | 1.56% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 79'858 | 75'000 | 56'268 CHF | 53'677 CHF | 100.00% | 100.00% |
19.11.2024 | 1.56% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'206 | 75'000 | 54'950 CHF | 55'667 CHF | 99.40% | 99.40% |
18.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 76'955 | 75'000 | 55'328 CHF | 54'694 CHF | 100.00% | 100.00% |
15.11.2024 | 1.50% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'050 CHF | 50'484 CHF | 99.99% | 99.99% |
14.11.2024 | 1.71% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 80'201 | 75'000 | 53'141 CHF | 50'557 CHF | 99.52% | 99.52% |
13.11.2024 | 2.05% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 89'570 | 74'442 | 54'337 CHF | 46'107 CHF | 99.32% | 99.32% |
12.11.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 91'101 | 75'000 | 51'740 CHF | 43'389 CHF | 100.00% | 100.00% |
11.11.2024 | 2.00% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 100'373 | 75'000 | 51'890 CHF | 39'563 CHF | 100.00% | 100.00% |
08.11.2024 | 2.24% | 0.52 CHF | 0.54 CHF | 100'000 | 75'000 | 105'777 | 75'000 | 52'155 CHF | 37'861 CHF | 100.00% | 100.00% |
07.11.2024 | 3.05% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 129'965 | 72'407 | 51'532 CHF | 29'949 CHF | 99.13% | 99.13% |