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 | 1.40% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 76'934 | 50'000 | 54'718 CHF | 36'082 CHF | 100.00% | 100.00% |
19.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 73'617 | 50'000 | 52'708 CHF | 36'323 CHF | 95.85% | 95.85% |
18.11.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 76'501 | 50'000 | 54'478 CHF | 36'124 CHF | 99.57% | 99.57% |
15.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'361 CHF | 35'101 CHF | 100.00% | 100.00% |
14.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'482 CHF | 34'551 CHF | 99.44% | 99.44% |
13.11.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 49'878 | 54'124 CHF | 34'244 CHF | 94.79% | 94.79% |
12.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'781 CHF | 32'863 CHF | 100.00% | 100.00% |
11.11.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 83'694 | 50'000 | 52'533 CHF | 31'902 CHF | 94.79% | 94.79% |
08.11.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 82'137 | 50'000 | 51'923 CHF | 32'135 CHF | 100.00% | 100.00% |
07.11.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 48'444 | 54'220 CHF | 29'660 CHF | 99.06% | 99.06% |