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 | 1.38% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'521 | 75'521 | 54'239 CHF | 54'994 CHF | 100.00% | 100.00% |
19.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'529 CHF | 65'279 CHF | 99.86% | 99.86% |
18.11.2024 | 1.26% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'164 CHF | 59'914 CHF | 99.88% | 99.88% |
15.11.2024 | 1.30% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'254 CHF | 58'004 CHF | 100.00% | 100.00% |
14.11.2024 | 1.43% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'780 | 75'780 | 52'639 CHF | 53'397 CHF | 100.00% | 100.00% |
13.11.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'039 | 75'039 | 55'305 CHF | 56'056 CHF | 100.00% | 100.00% |
12.11.2024 | 2.09% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 119'510 | 119'510 | 56'741 CHF | 57'936 CHF | 99.70% | 99.70% |
11.11.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 124'963 | 124'963 | 54'293 CHF | 55'543 CHF | 99.90% | 99.90% |
08.11.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'942 | 100'942 | 57'247 CHF | 58'257 CHF | 100.00% | 100.00% |
07.11.2024 | 1.99% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 114'282 | 114'282 | 56'769 CHF | 57'911 CHF | 99.90% | 99.90% |