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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'232 CHF | 45'110 CHF | 100.00% | 100.00% |
20.11.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'630 CHF | 44'608 CHF | 100.00% | 100.00% |
19.11.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 97'948 | 75'000 | 53'607 CHF | 41'823 CHF | 100.00% | 100.00% |
18.11.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 95'347 | 75'000 | 52'771 CHF | 42'295 CHF | 100.00% | 100.00% |
15.11.2024 | 1.69% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 90'730 | 75'000 | 53'173 CHF | 44'726 CHF | 100.00% | 100.00% |
14.11.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 84'187 | 75'000 | 52'602 CHF | 47'651 CHF | 99.27% | 99.27% |
13.11.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 80'603 | 74'437 | 52'174 CHF | 48'954 CHF | 99.40% | 99.40% |
12.11.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 79'940 | 75'000 | 53'056 CHF | 50'530 CHF | 100.00% | 100.00% |
11.11.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'131 | 75'000 | 56'183 CHF | 54'008 CHF | 100.00% | 100.00% |
08.11.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 79'423 | 75'000 | 56'056 CHF | 53'692 CHF | 100.00% | 100.00% |