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% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 70'600 | 49'465 | 51'757 CHF | 36'830 CHF | 100.00% | 100.00% |
19.11.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'757 | 50'000 | 52'227 CHF | 37'434 CHF | 100.00% | 100.00% |
18.11.2024 | 1.56% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 78'586 | 50'000 | 55'557 CHF | 35'915 CHF | 100.00% | 100.00% |
15.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'416 CHF | 33'885 CHF | 100.00% | 100.00% |
14.11.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'442 CHF | 34'526 CHF | 99.27% | 99.27% |
13.11.2024 | 1.67% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 49'375 | 53'402 CHF | 33'512 CHF | 99.40% | 99.40% |
12.11.2024 | 1.60% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'921 CHF | 38'412 CHF | 100.00% | 100.00% |
11.11.2024 | 1.58% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 64'095 | 50'000 | 53'837 CHF | 42'705 CHF | 100.00% | 100.00% |
08.11.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'095 | 50'000 | 51'049 CHF | 42'975 CHF | 100.00% | 100.00% |
07.11.2024 | 1.50% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 57'424 | 47'945 | 50'327 CHF | 42'613 CHF | 99.06% | 99.06% |