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 | 1.42% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 78'123 | 50'000 | 54'723 CHF | 35'547 CHF | 100.00% | 100.00% |
19.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 79'990 | 50'000 | 54'526 CHF | 34'583 CHF | 100.00% | 100.00% |
18.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'533 CHF | 34'583 CHF | 100.00% | 100.00% |
15.11.2024 | 1.48% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 79'418 | 50'000 | 55'762 CHF | 35'637 CHF | 100.00% | 100.00% |
14.11.2024 | 1.41% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 75'752 | 50'000 | 53'264 CHF | 35'738 CHF | 99.52% | 99.52% |
13.11.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 49'704 | 55'814 CHF | 40'138 CHF | 99.32% | 99.32% |
12.11.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'181 CHF | 39'201 CHF | 100.00% | 100.00% |
11.11.2024 | 1.51% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 74'516 | 50'000 | 53'212 CHF | 36'283 CHF | 100.00% | 100.00% |
08.11.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 79'440 | 50'000 | 55'366 CHF | 35'355 CHF | 100.00% | 100.00% |
07.11.2024 | 1.62% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'171 | 48'695 | 51'944 CHF | 32'030 CHF | 98.51% | 98.51% |