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 | 1.79% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 95'890 | 75'000 | 52'965 CHF | 42'225 CHF | 100.00% | 100.00% |
19.11.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'163 CHF | 45'052 CHF | 100.00% | 100.00% |
18.11.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'223 | 75'000 | 52'744 CHF | 44'601 CHF | 100.00% | 100.00% |
15.11.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'175 CHF | 45'062 CHF | 100.00% | 100.00% |
14.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 87'080 | 75'000 | 53'727 CHF | 47'067 CHF | 99.52% | 99.52% |
13.11.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 82'800 | 74'138 | 52'797 CHF | 48'088 CHF | 98.35% | 98.35% |
12.11.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'475 | 75'000 | 51'451 CHF | 43'408 CHF | 99.90% | 99.90% |
11.11.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'158 | 75'000 | 50'568 CHF | 38'618 CHF | 100.00% | 100.00% |
08.11.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'681 CHF | 39'511 CHF | 100.00% | 100.00% |
07.11.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 106'480 | 72'408 | 51'643 CHF | 35'799 CHF | 99.13% | 99.13% |