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 | 2.14% | 0.45 CHF | 0.46 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 36'935 CHF | 37'735 CHF | 100.00% | 100.00% |
19.11.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 31'469 CHF | 32'169 CHF | 100.00% | 100.00% |
18.11.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 38'345 CHF | 39'145 CHF | 100.00% | 100.00% |
15.11.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 37'559 CHF | 38'359 CHF | 100.00% | 100.00% |
14.11.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 39'398 CHF | 40'298 CHF | 100.00% | 100.00% |
13.11.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 33'319 CHF | 34'219 CHF | 100.00% | 100.00% |
12.11.2024 | 2.36% | 0.36 CHF | 0.37 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 33'523 CHF | 34'323 CHF | 100.00% | 100.00% |
11.11.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 37'553 CHF | 38'353 CHF | 100.00% | 100.00% |
08.11.2024 | 2.05% | 0.45 CHF | 0.46 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 33'900 CHF | 34'600 CHF | 100.00% | 100.00% |
07.11.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 36'955 CHF | 37'655 CHF | 100.00% | 100.00% |