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 | 1.33% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'467 | 75'000 | 56'292 CHF | 56'711 CHF | 100.00% | 100.00% |
19.11.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 78'247 | 73'453 | 51'291 CHF | 48'900 CHF | 100.00% | 100.00% |
18.11.2024 | 1.42% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 78'155 | 75'000 | 54'842 CHF | 53'448 CHF | 100.00% | 100.00% |
15.11.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 77'763 | 75'000 | 55'327 CHF | 54'171 CHF | 100.00% | 100.00% |
14.11.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 80'338 | 75'000 | 54'030 CHF | 51'207 CHF | 99.52% | 99.52% |
13.11.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 74'146 | 52'107 CHF | 43'669 CHF | 99.32% | 99.32% |
12.11.2024 | 1.56% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 81'314 | 75'000 | 51'863 CHF | 48'622 CHF | 100.00% | 100.00% |
11.11.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'160 CHF | 50'587 CHF | 100.00% | 100.00% |
08.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 80'421 | 75'000 | 51'131 CHF | 48'441 CHF | 100.00% | 100.00% |
07.11.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'243 | 72'406 | 53'577 CHF | 49'200 CHF | 99.12% | 99.12% |