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 | 1.45% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 79'601 | 50'000 | 54'633 CHF | 34'826 CHF | 100.00% | 100.00% |
19.11.2024 | 1.56% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 78'479 | 50'000 | 55'272 CHF | 35'795 CHF | 100.00% | 100.00% |
18.11.2024 | 1.57% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 78'316 | 50'000 | 55'262 CHF | 35'857 CHF | 100.00% | 100.00% |
15.11.2024 | 1.57% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'575 CHF | 34'650 CHF | 100.00% | 100.00% |
14.11.2024 | 1.47% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 78'250 | 50'000 | 52'749 CHF | 34'262 CHF | 99.52% | 99.52% |
13.11.2024 | 1.73% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 49'704 | 52'425 CHF | 29'453 CHF | 99.32% | 99.32% |
12.11.2024 | 1.63% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 89'937 | 50'000 | 54'681 CHF | 30'901 CHF | 100.00% | 100.00% |
11.11.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'364 CHF | 33'895 CHF | 100.00% | 100.00% |
08.11.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'064 CHF | 34'915 CHF | 100.00% | 100.00% |
07.11.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 70'585 | 48'695 | 52'085 CHF | 36'472 CHF | 98.51% | 98.51% |