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 | 1.29% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'892 CHF | 77'892 CHF | 100.00% | 100.00% |
19.11.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'515 CHF | 58'265 CHF | 100.00% | 100.00% |
18.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'027 CHF | 55'777 CHF | 100.00% | 100.00% |
15.11.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 77'307 | 75'000 | 55'303 CHF | 54'420 CHF | 100.00% | 100.00% |
14.11.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 78'454 | 75'000 | 55'884 CHF | 54'203 CHF | 99.22% | 99.22% |
13.11.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'810 | 74'446 | 55'421 CHF | 55'188 CHF | 98.74% | 98.74% |
12.11.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 77'806 | 75'000 | 55'234 CHF | 54'025 CHF | 100.00% | 100.00% |
11.11.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'199 CHF | 50'624 CHF | 100.00% | 100.00% |
08.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'604 CHF | 51'004 CHF | 100.00% | 100.00% |
07.11.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 86'983 | 73'699 | 53'906 CHF | 46'492 CHF | 98.73% | 98.73% |