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 | 75'000 | 80'000 | 75'000 | 54'591 CHF | 51'929 CHF | 100.00% | 100.00% |
19.11.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 76'383 | 75'000 | 54'965 CHF | 54'740 CHF | 100.00% | 100.00% |
18.11.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 77'522 | 75'000 | 55'313 CHF | 54'284 CHF | 100.00% | 100.00% |
15.11.2024 | 1.45% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 79'635 | 75'000 | 54'429 CHF | 52'024 CHF | 100.00% | 100.00% |
14.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'618 CHF | 49'142 CHF | 99.27% | 99.27% |
13.11.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 84'971 | 74'437 | 52'946 CHF | 47'172 CHF | 99.40% | 99.40% |
12.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 87'892 | 75'000 | 53'392 CHF | 46'357 CHF | 100.00% | 100.00% |
11.11.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 91'592 | 75'000 | 51'346 CHF | 42'809 CHF | 100.00% | 100.00% |
08.11.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'127 | 75'000 | 51'127 CHF | 43'297 CHF | 100.00% | 100.00% |
07.11.2024 | 1.93% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 100'325 | 73'704 | 52'564 CHF | 39'358 CHF | 99.23% | 99.23% |