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 | 1.83% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 78'596 | 49'465 | 53'557 CHF | 34'332 CHF | 100.00% | 100.00% |
19.11.2024 | 1.75% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'908 CHF | 34'922 CHF | 100.00% | 100.00% |
18.11.2024 | 1.83% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'410 CHF | 33'360 CHF | 100.00% | 100.00% |
15.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 88'633 | 50'000 | 54'480 CHF | 31'247 CHF | 100.00% | 100.00% |
14.11.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 83'693 | 50'000 | 52'589 CHF | 31'955 CHF | 99.27% | 99.27% |
13.11.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 87'923 | 49'375 | 54'223 CHF | 30'994 CHF | 99.40% | 99.40% |
12.11.2024 | 1.63% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 79'391 | 50'000 | 55'918 CHF | 35'801 CHF | 100.00% | 100.00% |
11.11.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'351 CHF | 40'036 CHF | 100.00% | 100.00% |
08.11.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'896 CHF | 40'426 CHF | 100.00% | 100.00% |
07.11.2024 | 1.40% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 64'381 | 47'945 | 53'106 CHF | 40'113 CHF | 99.06% | 99.06% |