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 | 1.55% | 0.62 CHF | 0.63 CHF | 90'000 | 20'000 | 80'349 | 20'000 | 51'564 CHF | 13'037 CHF | 100.00% | 100.00% |
19.11.2024 | 1.40% | 0.67 CHF | 0.68 CHF | 80'000 | 20'000 | 75'597 | 20'000 | 53'514 CHF | 14'380 CHF | 100.00% | 100.00% |
18.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80'000 | 20'000 | 80'000 | 20'000 | 52'434 CHF | 13'309 CHF | 94.79% | 94.79% |
15.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90'000 | 20'000 | 85'391 | 20'000 | 53'234 CHF | 12'677 CHF | 100.00% | 100.00% |
14.11.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 80'000 | 20'000 | 80'198 | 20'000 | 51'716 CHF | 13'098 CHF | 99.44% | 99.44% |
13.11.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 70'000 | 20'000 | 70'000 | 19'927 | 52'112 CHF | 15'037 CHF | 98.88% | 98.88% |
12.11.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 70'000 | 20'000 | 77'800 | 20'000 | 54'614 CHF | 14'250 CHF | 100.00% | 100.00% |
11.11.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 55'371 CHF | 17'554 CHF | 100.00% | 100.00% |
08.11.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'141 CHF | 18'872 CHF | 100.00% | 100.00% |
07.11.2024 | 1.46% | 0.75 CHF | 0.76 CHF | 70'000 | 20'000 | 74'579 | 19'481 | 53'429 CHF | 14'188 CHF | 99.06% | 99.06% |