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 | 1.71% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'235 CHF | 29'520 CHF | 100.00% | 100.00% |
19.11.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 87'648 | 50'000 | 53'439 CHF | 31'012 CHF | 100.00% | 100.00% |
18.11.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'201 CHF | 30'612 CHF | 100.00% | 100.00% |
15.11.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 89'214 | 50'000 | 53'608 CHF | 30'560 CHF | 100.00% | 100.00% |
14.11.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 81'946 | 50'000 | 52'449 CHF | 32'527 CHF | 99.22% | 99.22% |
13.11.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 49'448 | 53'329 CHF | 33'456 CHF | 99.36% | 99.36% |
12.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'329 CHF | 33'206 CHF | 100.00% | 100.00% |
11.11.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'119 CHF | 30'011 CHF | 100.00% | 100.00% |
08.11.2024 | 2.64% | 0.62 CHF | 0.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'765 CHF | 17'214 CHF | 100.00% | 100.00% |
07.11.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 48'697 | 54'916 CHF | 30'212 CHF | 98.73% | 98.73% |