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 | 1.75% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 91'765 | 75'000 | 52'019 CHF | 43'292 CHF | 94.79% | 94.79% |
19.11.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 98'740 | 75'000 | 53'499 CHF | 41'411 CHF | 100.00% | 100.00% |
18.11.2024 | 2.39% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 57'032 | 51'451 | 33'054 CHF | 30'521 CHF | 100.00% | 100.00% |
15.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'163 | 75'000 | 53'069 CHF | 44'899 CHF | 100.00% | 100.00% |
14.11.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 93'951 | 75'000 | 52'699 CHF | 42'877 CHF | 83.69% | 83.69% |
13.11.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 98'817 | 74'112 | 53'708 CHF | 41'043 CHF | 94.16% | 94.16% |
12.11.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 99'923 | 75'000 | 53'872 CHF | 41'186 CHF | 84.37% | 84.37% |
11.11.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 82'697 | 75'000 | 52'239 CHF | 48'172 CHF | 94.79% | 94.79% |
08.11.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'081 CHF | 44'150 CHF | 100.00% | 100.00% |
07.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'644 | 72'251 | 51'948 CHF | 42'225 CHF | 93.52% | 93.52% |