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 | 1.55% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'870 CHF | 64'870 CHF | 100.00% | 100.00% |
19.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'765 CHF | 48'515 CHF | 100.00% | 100.00% |
18.11.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 45'277 CHF | 46'027 CHF | 100.00% | 100.00% |
15.11.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 43'646 CHF | 44'396 CHF | 100.00% | 100.00% |
14.11.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 43'703 CHF | 44'453 CHF | 99.22% | 99.22% |
13.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 44'762 CHF | 45'507 CHF | 98.74% | 98.74% |
12.11.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 43'525 CHF | 44'275 CHF | 100.00% | 100.00% |
11.11.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'111 CHF | 40'861 CHF | 100.00% | 100.00% |
08.11.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'504 CHF | 41'254 CHF | 100.00% | 100.00% |
07.11.2024 | 2.12% | 0.49 CHF | 0.50 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 36'151 CHF | 36'911 CHF | 98.73% | 98.73% |