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 | 1.68% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'809 CHF | 33'565 CHF | 100.00% | 100.00% |
19.11.2024 | 1.71% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 74'616 | 50'000 | 53'183 CHF | 36'291 CHF | 99.40% | 99.40% |
18.11.2024 | 1.70% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 79'017 | 50'000 | 54'980 CHF | 35'404 CHF | 100.00% | 100.00% |
15.11.2024 | 2.01% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 77'698 | 50'000 | 52'244 CHF | 34'390 CHF | 100.00% | 100.00% |
14.11.2024 | 2.08% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 81'232 | 50'000 | 51'390 CHF | 32'307 CHF | 99.52% | 99.52% |
13.11.2024 | 2.41% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 86'220 | 49'383 | 51'404 CHF | 30'172 CHF | 99.32% | 99.32% |
12.11.2024 | 2.39% | 0.57 CHF | 0.59 CHF | 86'123 | 50'000 | 85'338 | 50'000 | 45'058 CHF | 27'035 CHF | 100.00% | 100.00% |
11.11.2024 | 2.77% | 0.55 CHF | 0.56 CHF | 85'458 | 50'000 | 85'441 | 50'000 | 46'810 CHF | 28'161 CHF | 100.00% | 100.00% |
08.11.2024 | 2.06% | 0.55 CHF | 0.56 CHF | 84'895 | 50'000 | 84'967 | 50'000 | 47'919 CHF | 28'787 CHF | 100.00% | 100.00% |
07.11.2024 | 1.96% | 0.60 CHF | 0.61 CHF | 85'613 | 50'000 | 84'164 | 48'444 | 52'121 CHF | 30'638 CHF | 99.13% | 99.13% |