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 | 1.85% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 69'990 | 50'000 | 55'738 CHF | 40'565 CHF | 100.00% | 100.00% |
19.11.2024 | 1.43% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 61'106 | 50'000 | 52'127 CHF | 43'291 CHF | 99.40% | 99.40% |
18.11.2024 | 1.38% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 66'810 | 50'000 | 55'800 CHF | 42'373 CHF | 100.00% | 100.00% |
15.11.2024 | 1.34% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 66'723 | 50'000 | 54'124 CHF | 41'232 CHF | 100.00% | 100.00% |
14.11.2024 | 1.71% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'099 CHF | 39'307 CHF | 99.52% | 99.52% |
13.11.2024 | 1.95% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'094 | 49'383 | 51'608 CHF | 37'085 CHF | 99.32% | 99.32% |
12.11.2024 | 1.89% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 79'937 | 50'000 | 53'390 CHF | 34'035 CHF | 100.00% | 100.00% |
11.11.2024 | 1.98% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'029 CHF | 35'081 CHF | 100.00% | 100.00% |
08.11.2024 | 1.66% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 79'627 | 50'000 | 56'047 CHF | 35'787 CHF | 100.00% | 100.00% |
07.11.2024 | 1.56% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 48'444 | 53'182 CHF | 37'414 CHF | 99.13% | 99.13% |