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 | 2.32% | 0.79 CHF | 0.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'370 CHF | 61'786 CHF | 100.00% | 100.00% |
19.11.2024 | 2.52% | 0.72 CHF | 0.74 CHF | 75'000 | 75'000 | 75'639 | 73'453 | 54'651 CHF | 54'444 CHF | 100.00% | 100.00% |
18.11.2024 | 2.52% | 0.73 CHF | 0.75 CHF | 75'000 | 75'000 | 73'985 | 63'973 | 56'466 CHF | 49'569 CHF | 100.00% | 100.00% |
15.11.2024 | 2.32% | 0.79 CHF | 0.81 CHF | 75'000 | 75'000 | 75'130 | 75'000 | 58'029 CHF | 59'294 CHF | 100.00% | 100.00% |
14.11.2024 | 2.32% | 0.75 CHF | 0.77 CHF | 75'000 | 75'000 | 75'743 | 75'000 | 55'811 CHF | 56'585 CHF | 99.52% | 99.52% |
13.11.2024 | 2.78% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 74'146 | 52'206 CHF | 49'742 CHF | 99.32% | 99.32% |
12.11.2024 | 2.56% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 79'132 | 75'000 | 55'879 CHF | 54'345 CHF | 100.00% | 100.00% |
11.11.2024 | 2.48% | 0.74 CHF | 0.76 CHF | 75'000 | 75'000 | 75'011 | 75'000 | 54'718 CHF | 56'086 CHF | 100.00% | 100.00% |
08.11.2024 | 2.50% | 0.70 CHF | 0.72 CHF | 80'000 | 75'000 | 79'998 | 75'000 | 56'311 CHF | 54'128 CHF | 100.00% | 100.00% |
07.11.2024 | 2.54% | 0.73 CHF | 0.75 CHF | 75'000 | 75'000 | 75'433 | 72'406 | 55'171 CHF | 54'417 CHF | 99.12% | 99.12% |