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 | 1.49% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 80'768 | 75'000 | 54'006 CHF | 50'936 CHF | 100.00% | 100.00% |
19.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 82'334 | 75'000 | 52'875 CHF | 48'991 CHF | 100.00% | 100.00% |
18.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'051 CHF | 51'423 CHF | 100.00% | 100.00% |
15.11.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 76'146 | 75'000 | 55'237 CHF | 55'178 CHF | 100.00% | 100.00% |
14.11.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 78'115 | 75'000 | 54'587 CHF | 53'210 CHF | 99.22% | 99.22% |
13.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'669 | 74'449 | 52'208 CHF | 48'944 CHF | 99.36% | 99.36% |
12.11.2024 | 1.35% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 75'747 | 75'000 | 55'707 CHF | 55'943 CHF | 100.00% | 100.00% |
11.11.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 74'072 | 73'096 | 54'315 CHF | 54'372 CHF | 100.00% | 100.00% |
08.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'844 CHF | 51'229 CHF | 100.00% | 100.00% |
07.11.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 79'773 | 73'698 | 55'723 CHF | 52'297 CHF | 98.73% | 98.73% |