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 | 1.65% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 88'713 | 75'000 | 53'299 CHF | 45'849 CHF | 100.00% | 100.00% |
19.11.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 77'957 | 73'453 | 54'066 CHF | 51'692 CHF | 100.00% | 100.00% |
18.11.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 82'508 | 75'000 | 53'287 CHF | 49'302 CHF | 100.00% | 100.00% |
15.11.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 83'907 | 75'000 | 53'390 CHF | 48'579 CHF | 100.00% | 100.00% |
14.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 79'668 | 75'000 | 53'938 CHF | 51'543 CHF | 99.52% | 99.52% |
13.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 74'889 | 74'146 | 57'742 CHF | 57'913 CHF | 99.32% | 99.32% |
12.11.2024 | 1.39% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 78'770 | 75'000 | 56'143 CHF | 54'229 CHF | 100.00% | 100.00% |
11.11.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'010 CHF | 52'322 CHF | 100.00% | 100.00% |
08.11.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 76'331 | 75'000 | 54'872 CHF | 54'677 CHF | 100.00% | 100.00% |
07.11.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 79'543 | 72'406 | 54'688 CHF | 50'431 CHF | 99.12% | 99.12% |