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 | 1.45% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 79'533 | 75'000 | 54'372 CHF | 52'039 CHF | 100.00% | 100.00% |
19.11.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 73'453 | 73'453 | 57'000 CHF | 57'746 CHF | 100.00% | 100.00% |
18.11.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 76'366 | 75'000 | 55'770 CHF | 55'587 CHF | 100.00% | 100.00% |
15.11.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 77'163 | 75'000 | 55'600 CHF | 54'851 CHF | 100.00% | 100.00% |
14.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'004 CHF | 57'754 CHF | 99.52% | 99.52% |
13.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 74'666 | 74'146 | 63'848 CHF | 64'154 CHF | 99.32% | 99.32% |
12.11.2024 | 1.25% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'673 CHF | 60'423 CHF | 100.00% | 100.00% |
11.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'769 CHF | 58'519 CHF | 100.00% | 100.00% |
08.11.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'059 CHF | 60'809 CHF | 100.00% | 100.00% |
07.11.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 74'741 | 72'406 | 57'536 CHF | 56'378 CHF | 99.12% | 99.12% |