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 | 1.61% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 87'779 | 50'000 | 54'017 CHF | 31'289 CHF | 100.00% | 100.00% |
19.11.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'115 | 50'000 | 51'681 CHF | 32'756 CHF | 100.00% | 100.00% |
18.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 81'150 | 50'000 | 51'569 CHF | 32'285 CHF | 100.00% | 100.00% |
15.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 82'598 | 50'000 | 52'432 CHF | 32'263 CHF | 100.00% | 100.00% |
14.11.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'979 CHF | 34'237 CHF | 99.22% | 99.22% |
13.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 79'776 | 49'448 | 55'919 CHF | 35'161 CHF | 99.36% | 99.36% |
12.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'126 CHF | 34'954 CHF | 100.00% | 100.00% |
11.11.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 85'365 | 50'000 | 53'376 CHF | 31'800 CHF | 100.00% | 100.00% |
08.11.2024 | 2.35% | 0.66 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'645 CHF | 18'065 CHF | 100.00% | 100.00% |
07.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 80'007 | 48'696 | 51'477 CHF | 31'834 CHF | 98.73% | 98.73% |