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 | 1.44% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'357 | 75'000 | 54'771 CHF | 52'536 CHF | 100.00% | 100.00% |
19.11.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 57'448 CHF | 58'197 CHF | 100.00% | 100.00% |
18.11.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 76'254 | 75'000 | 56'039 CHF | 55'929 CHF | 100.00% | 100.00% |
15.11.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 76'953 | 75'000 | 55'941 CHF | 55'329 CHF | 100.00% | 100.00% |
14.11.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'397 CHF | 58'147 CHF | 99.52% | 99.52% |
13.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 74'666 | 74'146 | 64'290 CHF | 64'584 CHF | 99.32% | 99.32% |
12.11.2024 | 1.24% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'212 CHF | 60'962 CHF | 100.00% | 100.00% |
11.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'290 CHF | 59'040 CHF | 100.00% | 100.00% |
08.11.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'546 CHF | 61'296 CHF | 100.00% | 100.00% |
07.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 74'703 | 72'406 | 57'967 CHF | 56'825 CHF | 99.12% | 99.12% |