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 | 1.46% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'373 CHF | 34'483 CHF | 100.00% | 100.00% |
19.11.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 76'044 | 50'000 | 53'934 CHF | 36'003 CHF | 100.00% | 100.00% |
18.11.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 79'674 | 50'000 | 55'944 CHF | 35'612 CHF | 100.00% | 100.00% |
15.11.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 78'985 | 50'000 | 55'353 CHF | 35'560 CHF | 100.00% | 100.00% |
14.11.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'024 | 50'000 | 51'854 CHF | 37'527 CHF | 99.22% | 99.22% |
13.11.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 49'448 | 53'663 CHF | 38'401 CHF | 99.36% | 99.36% |
12.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'788 CHF | 38'206 CHF | 100.00% | 100.00% |
11.11.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 79'989 | 50'000 | 55'209 CHF | 35'011 CHF | 100.00% | 100.00% |
08.11.2024 | 2.30% | 0.72 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'265 CHF | 19'714 CHF | 100.00% | 100.00% |
07.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 77'259 | 48'697 | 54'870 CHF | 35'100 CHF | 98.73% | 98.73% |