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 | 1.71% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'353 | 75'000 | 52'432 CHF | 44'286 CHF | 100.00% | 100.00% |
19.11.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 78'247 | 73'453 | 52'541 CHF | 50'064 CHF | 100.00% | 100.00% |
18.11.2024 | 1.59% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 85'308 | 75'000 | 53'226 CHF | 47'679 CHF | 100.00% | 100.00% |
15.11.2024 | 1.61% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 86'879 | 75'000 | 53'432 CHF | 46'976 CHF | 100.00% | 100.00% |
14.11.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 79'971 | 75'000 | 52'338 CHF | 49'836 CHF | 99.52% | 99.52% |
13.11.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 74'889 | 74'146 | 56'133 CHF | 56'317 CHF | 99.32% | 99.32% |
12.11.2024 | 1.44% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 79'399 | 75'000 | 54'902 CHF | 52'628 CHF | 100.00% | 100.00% |
11.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'240 CHF | 50'663 CHF | 100.00% | 100.00% |
08.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 79'992 | 75'000 | 55'694 CHF | 52'969 CHF | 100.00% | 100.00% |
07.11.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 79'870 | 72'406 | 53'099 CHF | 48'772 CHF | 99.12% | 99.12% |