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 | 1.46% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'294 CHF | 51'651 CHF | 100.00% | 100.00% |
19.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 87'141 | 73'453 | 51'172 CHF | 43'918 CHF | 100.00% | 100.00% |
18.11.2024 | 1.57% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 83'978 | 75'000 | 53'189 CHF | 48'388 CHF | 100.00% | 100.00% |
15.11.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 82'429 | 75'000 | 52'998 CHF | 49'067 CHF | 100.00% | 100.00% |
14.11.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 89'473 | 75'000 | 54'149 CHF | 46'164 CHF | 99.52% | 99.52% |
13.11.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'000 | 74'146 | 51'099 CHF | 38'635 CHF | 99.32% | 99.32% |
12.11.2024 | 1.74% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 91'294 | 75'000 | 52'130 CHF | 43'610 CHF | 100.00% | 100.00% |
11.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'695 CHF | 45'495 CHF | 100.00% | 100.00% |
08.11.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'348 | 75'000 | 51'420 CHF | 43'441 CHF | 100.00% | 100.00% |
07.11.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'016 | 72'406 | 53'973 CHF | 44'276 CHF | 99.12% | 99.12% |