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 | 1.70% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'994 | 75'000 | 53'154 CHF | 44'591 CHF | 100.00% | 100.00% |
19.11.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 103'811 | 73'453 | 51'165 CHF | 37'024 CHF | 100.00% | 100.00% |
18.11.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 97'380 | 75'000 | 52'578 CHF | 41'383 CHF | 100.00% | 100.00% |
15.11.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 96'069 | 75'000 | 52'899 CHF | 42'171 CHF | 100.00% | 100.00% |
14.11.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 101'920 | 75'000 | 52'094 CHF | 39'139 CHF | 99.52% | 99.52% |
13.11.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 123'038 | 74'146 | 51'388 CHF | 31'722 CHF | 99.32% | 99.32% |
12.11.2024 | 2.08% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 111'289 | 75'000 | 53'066 CHF | 36'538 CHF | 100.00% | 100.00% |
11.11.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 102'386 | 75'000 | 51'449 CHF | 38'460 CHF | 100.00% | 100.00% |
08.11.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 52'275 CHF | 36'392 CHF | 100.00% | 100.00% |
07.11.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 101'732 | 72'406 | 51'532 CHF | 37'554 CHF | 99.12% | 99.12% |