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 | 1.40% | 0.73 CHF | 0.74 CHF | 70'000 | 20'000 | 76'362 | 20'000 | 54'249 CHF | 14'418 CHF | 100.00% | 100.00% |
19.11.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 80'000 | 20'000 | 82'063 | 20'000 | 52'774 CHF | 13'075 CHF | 100.00% | 100.00% |
18.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 80'000 | 20'000 | 78'294 | 20'000 | 54'876 CHF | 14'227 CHF | 94.79% | 94.79% |
15.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70'000 | 20'000 | 70'300 | 20'000 | 51'509 CHF | 14'856 CHF | 100.00% | 100.00% |
14.11.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 70'000 | 20'000 | 74'570 | 20'000 | 53'055 CHF | 14'446 CHF | 99.44% | 99.44% |
13.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 90'000 | 20'000 | 88'481 | 19'927 | 54'068 CHF | 12'386 CHF | 98.88% | 98.88% |
12.11.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 80'000 | 20'000 | 80'000 | 20'000 | 52'379 CHF | 13'295 CHF | 100.00% | 100.00% |
11.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'263 CHF | 16'895 CHF | 100.00% | 100.00% |
08.11.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 80'000 | 25'000 | 88'425 | 25'000 | 54'370 CHF | 15'628 CHF | 100.00% | 100.00% |
07.11.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 90'000 | 20'000 | 80'628 | 19'481 | 51'923 CHF | 12'741 CHF | 99.06% | 99.06% |