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 | 1.63% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'778 CHF | 34'165 CHF | 100.00% | 100.00% |
19.11.2024 | 1.68% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 81'735 | 50'000 | 51'879 CHF | 32'292 CHF | 100.00% | 100.00% |
18.11.2024 | 1.66% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'225 CHF | 33'821 CHF | 100.00% | 100.00% |
15.11.2024 | 1.71% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 81'609 | 50'000 | 52'724 CHF | 32'895 CHF | 100.00% | 100.00% |
14.11.2024 | 1.62% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'195 CHF | 34'424 CHF | 99.52% | 99.52% |
13.11.2024 | 1.62% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 49'700 | 53'382 CHF | 33'703 CHF | 98.35% | 98.35% |
12.11.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 71'601 | 50'000 | 51'936 CHF | 36'834 CHF | 99.93% | 99.93% |
11.11.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'389 CHF | 39'370 CHF | 100.00% | 100.00% |
08.11.2024 | 1.58% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 74'242 | 50'000 | 53'233 CHF | 36'451 CHF | 100.00% | 100.00% |
07.11.2024 | 1.59% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 72'675 | 48'695 | 52'504 CHF | 35'773 CHF | 98.50% | 98.50% |