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 | 1.74% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'130 CHF | 58'130 CHF | 100.00% | 100.00% |
19.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 43'068 CHF | 43'818 CHF | 100.00% | 100.00% |
18.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 45'494 CHF | 46'244 CHF | 100.00% | 100.00% |
15.11.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'542 CHF | 48'292 CHF | 100.00% | 100.00% |
14.11.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'750 CHF | 48'500 CHF | 99.22% | 99.22% |
13.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 45'967 CHF | 46'712 CHF | 98.74% | 98.74% |
12.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'976 CHF | 48'726 CHF | 100.00% | 100.00% |
11.11.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'390 CHF | 52'140 CHF | 100.00% | 100.00% |
08.11.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'287 CHF | 52'037 CHF | 100.00% | 100.00% |
07.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 54'110 CHF | 54'854 CHF | 98.73% | 98.73% |