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 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'526 CHF | 53'526 CHF | 100.00% | 100.00% |
19.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 98'724 | 75'000 | 52'146 CHF | 40'399 CHF | 100.00% | 100.00% |
18.11.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 91'162 | 75'000 | 51'139 CHF | 42'833 CHF | 100.00% | 100.00% |
15.11.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'596 CHF | 44'580 CHF | 100.00% | 100.00% |
14.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'856 CHF | 44'797 CHF | 99.22% | 99.22% |
13.11.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'031 | 74'446 | 51'480 CHF | 43'321 CHF | 98.74% | 98.74% |
12.11.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'466 CHF | 45'305 CHF | 100.00% | 100.00% |
11.11.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 81'042 | 75'000 | 51'841 CHF | 48'745 CHF | 100.00% | 100.00% |
08.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 82'452 | 75'000 | 52'234 CHF | 48'307 CHF | 100.00% | 100.00% |
07.11.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 79'985 | 73'699 | 54'846 CHF | 51'264 CHF | 98.73% | 98.73% |