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 | 1.64% | 0.58 CHF | 0.59 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 105'666 CHF | 107'416 CHF | 100.00% | 100.00% |
19.11.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 89'728 CHF | 91'228 CHF | 100.00% | 100.00% |
18.11.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 96'858 CHF | 98'358 CHF | 100.00% | 100.00% |
15.11.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 86'065 CHF | 87'315 CHF | 100.00% | 100.00% |
14.11.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 96'595 CHF | 97'845 CHF | 100.00% | 100.00% |
13.11.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 102'925 CHF | 104'175 CHF | 100.00% | 100.00% |
12.11.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 101'918 CHF | 103'168 CHF | 100.00% | 100.00% |
11.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 108'660 CHF | 109'910 CHF | 100.00% | 100.00% |
08.11.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 104'240 CHF | 105'490 CHF | 100.00% | 100.00% |
07.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 109'452 CHF | 110'702 CHF | 100.00% | 100.00% |