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 | 1.43% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 77'742 | 50'000 | 54'013 CHF | 35'274 CHF | 100.00% | 100.00% |
19.11.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 79'812 | 50'000 | 55'669 CHF | 35'378 CHF | 99.40% | 99.40% |
18.11.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 76'902 | 50'000 | 54'482 CHF | 35'952 CHF | 100.00% | 100.00% |
15.11.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'881 CHF | 37'558 CHF | 100.00% | 100.00% |
14.11.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 50'922 CHF | 36'873 CHF | 99.52% | 99.52% |
13.11.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 71'663 | 49'704 | 52'351 CHF | 36'840 CHF | 99.32% | 99.32% |
12.11.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'633 CHF | 34'021 CHF | 100.00% | 100.00% |
11.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'027 CHF | 33'017 CHF | 100.00% | 100.00% |
08.11.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 77'287 | 50'000 | 53'899 CHF | 35'408 CHF | 100.00% | 100.00% |
07.11.2024 | 1.48% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 79'781 | 48'704 | 56'332 CHF | 34'895 CHF | 99.13% | 99.13% |