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 | 1.46% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'511 CHF | 34'569 CHF | 100.00% | 100.00% |
19.11.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 75'909 | 50'000 | 53'937 CHF | 36'067 CHF | 100.00% | 100.00% |
18.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 79'041 | 50'000 | 55'619 CHF | 35'693 CHF | 100.00% | 100.00% |
15.11.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 78'961 | 50'000 | 55'523 CHF | 35'679 CHF | 100.00% | 100.00% |
14.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'010 | 50'000 | 51'957 CHF | 37'607 CHF | 99.22% | 99.22% |
13.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 49'448 | 53'707 CHF | 38'432 CHF | 99.36% | 99.36% |
12.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'819 CHF | 38'228 CHF | 100.00% | 100.00% |
11.11.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 79'507 | 50'000 | 55'027 CHF | 35'114 CHF | 100.00% | 100.00% |
08.11.2024 | 2.32% | 0.73 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'291 CHF | 19'742 CHF | 100.00% | 100.00% |
07.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 77'251 | 48'697 | 54'913 CHF | 35'132 CHF | 98.73% | 98.73% |