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 | 1.51% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'934 | 75'000 | 53'070 CHF | 49'961 CHF | 100.00% | 100.00% |
19.11.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 91'380 | 73'453 | 51'604 CHF | 42'290 CHF | 100.00% | 100.00% |
18.11.2024 | 1.62% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 86'431 | 75'000 | 52'797 CHF | 46'698 CHF | 100.00% | 100.00% |
15.11.2024 | 1.60% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 85'587 | 75'000 | 53'131 CHF | 47'421 CHF | 100.00% | 100.00% |
14.11.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 91'227 | 75'000 | 53'113 CHF | 44'457 CHF | 99.52% | 99.52% |
13.11.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 108'923 | 74'146 | 53'248 CHF | 36'995 CHF | 99.32% | 99.32% |
12.11.2024 | 1.81% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 96'741 | 75'000 | 53'000 CHF | 41'872 CHF | 100.00% | 100.00% |
11.11.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 51'705 CHF | 43'837 CHF | 100.00% | 100.00% |
08.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 99'769 | 75'000 | 54'458 CHF | 41'691 CHF | 100.00% | 100.00% |
07.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'559 | 72'406 | 52'305 CHF | 42'683 CHF | 99.12% | 99.12% |