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 | 1.81% | 0.55 CHF | 0.56 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 38'228 CHF | 38'928 CHF | 100.00% | 100.00% |
19.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 42'156 CHF | 42'956 CHF | 100.00% | 100.00% |
18.11.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 37'541 CHF | 38'341 CHF | 100.00% | 100.00% |
15.11.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 34'006 CHF | 34'706 CHF | 100.00% | 100.00% |
14.11.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 32'317 CHF | 32'917 CHF | 100.00% | 100.00% |
13.11.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 35'312 CHF | 35'912 CHF | 100.00% | 100.00% |
12.11.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 41'655 CHF | 42'355 CHF | 100.00% | 100.00% |
11.11.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 37'063 CHF | 37'763 CHF | 100.00% | 100.00% |
08.11.2024 | 1.88% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'718 CHF | 53'718 CHF | 100.00% | 100.00% |
07.11.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'690 CHF | 42'690 CHF | 100.00% | 100.00% |