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 | 1.60% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 87'053 | 75'000 | 54'071 CHF | 47'369 CHF | 94.79% | 94.79% |
19.11.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'976 | 75'000 | 52'433 CHF | 49'339 CHF | 100.00% | 100.00% |
18.11.2024 | 2.67% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 57'013 | 51'451 | 34'648 CHF | 31'971 CHF | 100.00% | 100.00% |
15.11.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 89'356 | 75'000 | 53'928 CHF | 46'030 CHF | 100.00% | 100.00% |
14.11.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 84'651 | 75'000 | 53'338 CHF | 48'073 CHF | 83.69% | 83.69% |
13.11.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 74'112 | 51'792 CHF | 48'720 CHF | 94.16% | 94.16% |
12.11.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'078 CHF | 49'574 CHF | 84.38% | 84.38% |
11.11.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 91'340 | 75'000 | 51'587 CHF | 43'125 CHF | 94.79% | 94.79% |
08.11.2024 | 1.61% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 87'218 | 75'000 | 53'838 CHF | 47'076 CHF | 100.00% | 100.00% |
07.11.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 86'092 | 72'251 | 53'756 CHF | 45'818 CHF | 93.52% | 93.52% |