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 | 1.73% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 92'951 | 75'000 | 53'280 CHF | 43'826 CHF | 100.00% | 100.00% |
19.11.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 97'343 | 75'000 | 53'283 CHF | 41'881 CHF | 100.00% | 100.00% |
18.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'117 | 75'000 | 52'291 CHF | 44'273 CHF | 100.00% | 100.00% |
15.11.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 82'648 | 75'000 | 52'171 CHF | 48'141 CHF | 100.00% | 100.00% |
14.11.2024 | 1.64% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 87'159 | 75'000 | 52'661 CHF | 46'156 CHF | 99.22% | 99.22% |
13.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 95'842 | 74'449 | 52'992 CHF | 41'973 CHF | 99.36% | 99.36% |
12.11.2024 | 1.55% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 81'514 | 75'000 | 52'221 CHF | 48'864 CHF | 100.00% | 100.00% |
11.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 80'041 | 73'096 | 51'121 CHF | 47'483 CHF | 100.00% | 100.00% |
08.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 91'189 | 75'000 | 52'742 CHF | 44'158 CHF | 100.00% | 100.00% |
07.11.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'151 | 73'698 | 54'456 CHF | 45'344 CHF | 98.73% | 98.73% |