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 | 1.77% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 92'963 | 75'000 | 52'171 CHF | 42'868 CHF | 100.00% | 100.00% |
19.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'829 CHF | 45'607 CHF | 100.00% | 100.00% |
18.11.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'403 CHF | 45'253 CHF | 100.00% | 100.00% |
15.11.2024 | 1.76% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 92'925 | 75'000 | 52'236 CHF | 42'942 CHF | 100.00% | 100.00% |
14.11.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 99'859 | 75'000 | 52'387 CHF | 40'099 CHF | 99.27% | 99.27% |
13.11.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 102'386 | 74'437 | 51'404 CHF | 38'148 CHF | 99.40% | 99.40% |
12.11.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 105'431 | 75'000 | 51'300 CHF | 37'312 CHF | 100.00% | 100.00% |
11.11.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 119'851 | 75'000 | 52'789 CHF | 33'784 CHF | 100.00% | 100.00% |
08.11.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 117'256 | 75'000 | 52'410 CHF | 34'287 CHF | 100.00% | 100.00% |
07.11.2024 | 2.54% | 0.43 CHF | 0.44 CHF | 118'306 | 75'000 | 117'799 | 73'746 | 47'440 CHF | 30'425 CHF | 99.05% | 99.05% |