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 | 1.73% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 82'460 | 50'000 | 52'468 CHF | 32'405 CHF | 100.00% | 100.00% |
19.11.2024 | 1.63% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'032 CHF | 34'325 CHF | 100.00% | 100.00% |
18.11.2024 | 1.77% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'646 CHF | 32'854 CHF | 100.00% | 100.00% |
15.11.2024 | 1.64% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'964 CHF | 33'650 CHF | 100.00% | 100.00% |
14.11.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 84'455 | 50'000 | 53'006 CHF | 31'928 CHF | 99.52% | 99.52% |
13.11.2024 | 1.79% | 0.65 CHF | 0.67 CHF | 80'000 | 50'000 | 82'318 | 49'700 | 52'444 CHF | 32'270 CHF | 98.35% | 98.35% |
12.11.2024 | 2.07% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'308 CHF | 29'666 CHF | 99.93% | 99.93% |
11.11.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'229 CHF | 27'139 CHF | 100.00% | 100.00% |
08.11.2024 | 1.89% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'314 CHF | 30'184 CHF | 100.00% | 100.00% |
07.11.2024 | 2.00% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 90'000 | 48'695 | 52'859 CHF | 29'164 CHF | 98.50% | 98.50% |