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 | 1.82% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'115 CHF | 48'802 CHF | 100.00% | 100.00% |
19.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 88'652 | 75'000 | 54'595 CHF | 46'957 CHF | 99.40% | 99.40% |
18.11.2024 | 1.71% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 84'312 | 75'000 | 52'959 CHF | 47'962 CHF | 100.00% | 100.00% |
15.11.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'885 CHF | 52'266 CHF | 100.00% | 100.00% |
14.11.2024 | 1.65% | 0.69 CHF | 0.71 CHF | 80'000 | 75'000 | 79'832 | 75'000 | 54'752 CHF | 52'297 CHF | 99.52% | 99.52% |
13.11.2024 | 1.46% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 74'888 | 74'442 | 55'648 CHF | 56'122 CHF | 99.32% | 99.32% |
12.11.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'711 CHF | 59'512 CHF | 100.00% | 100.00% |
11.11.2024 | 1.48% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'564 CHF | 63'498 CHF | 100.00% | 100.00% |
08.11.2024 | 1.40% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'404 CHF | 65'315 CHF | 100.00% | 100.00% |
07.11.2024 | 1.49% | 0.91 CHF | 0.93 CHF | 75'000 | 75'000 | 73'759 | 72'408 | 70'352 CHF | 69'988 CHF | 99.13% | 99.13% |