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 | 1.53% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 80'183 | 75'000 | 51'891 CHF | 49'292 CHF | 94.79% | 94.79% |
19.11.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 87'793 | 75'000 | 54'581 CHF | 47'411 CHF | 100.00% | 100.00% |
18.11.2024 | 2.10% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 53'311 | 51'451 | 35'184 CHF | 34'637 CHF | 100.00% | 100.00% |
15.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'020 | 75'000 | 53'505 CHF | 50'899 CHF | 100.00% | 100.00% |
14.11.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 82'468 | 75'000 | 52'864 CHF | 48'877 CHF | 83.69% | 83.69% |
13.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 87'143 | 74'112 | 54'321 CHF | 46'970 CHF | 94.16% | 94.16% |
12.11.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 88'000 | 75'000 | 54'463 CHF | 47'186 CHF | 84.38% | 84.38% |
11.11.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 78'440 | 75'000 | 55'549 CHF | 53'884 CHF | 94.79% | 94.79% |
08.11.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'565 CHF | 50'029 CHF | 100.00% | 100.00% |
07.11.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'268 | 72'251 | 52'094 CHF | 47'699 CHF | 93.52% | 93.52% |