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 | 1.36% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 75'660 | 75'000 | 55'099 CHF | 55'381 CHF | 94.79% | 94.79% |
19.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'349 | 75'000 | 55'746 CHF | 53'457 CHF | 100.00% | 100.00% |
18.11.2024 | 1.88% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 51'451 | 51'451 | 38'246 CHF | 38'918 CHF | 100.00% | 100.00% |
15.11.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'082 | 75'000 | 56'207 CHF | 56'899 CHF | 100.00% | 100.00% |
14.11.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 76'976 | 75'000 | 55'516 CHF | 54'877 CHF | 83.69% | 83.69% |
13.11.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'209 | 74'112 | 55'870 CHF | 53'036 CHF | 94.16% | 94.16% |
12.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 79'759 | 75'000 | 55'993 CHF | 53'406 CHF | 84.38% | 84.38% |
11.11.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'422 CHF | 60'172 CHF | 94.79% | 94.79% |
08.11.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'400 CHF | 56'150 CHF | 100.00% | 100.00% |
07.11.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'322 | 72'251 | 55'225 CHF | 53'792 CHF | 93.52% | 93.52% |