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 | 1.86% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'065 | 75'000 | 51'083 CHF | 43'337 CHF | 100.00% | 100.00% |
19.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 99'297 | 75'000 | 53'767 CHF | 41'371 CHF | 99.40% | 99.40% |
18.11.2024 | 2.05% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 94'573 | 75'000 | 52'416 CHF | 42'466 CHF | 100.00% | 100.00% |
15.11.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 86'128 | 75'000 | 52'867 CHF | 46'862 CHF | 100.00% | 100.00% |
14.11.2024 | 1.70% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 86'863 | 75'000 | 53'254 CHF | 46'825 CHF | 99.52% | 99.52% |
13.11.2024 | 1.67% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 74'442 | 53'505 CHF | 50'621 CHF | 99.32% | 99.32% |
12.11.2024 | 1.60% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 78'002 | 75'000 | 55'360 CHF | 54'111 CHF | 100.00% | 100.00% |
11.11.2024 | 1.52% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'096 CHF | 57'970 CHF | 100.00% | 100.00% |
08.11.2024 | 1.45% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'979 CHF | 59'842 CHF | 100.00% | 100.00% |
07.11.2024 | 1.50% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 74'168 | 72'407 | 65'380 CHF | 64'657 CHF | 99.13% | 99.13% |