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 | 1.15% | 0.88 CHF | 0.89 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 69'234 CHF | 70'034 CHF | 100.00% | 100.00% |
19.11.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 69'986 CHF | 70'786 CHF | 100.00% | 100.00% |
18.11.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 67'075 CHF | 67'875 CHF | 100.00% | 100.00% |
15.11.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 73'561 CHF | 74'461 CHF | 100.00% | 100.00% |
14.11.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 63'226 CHF | 64'026 CHF | 100.00% | 100.00% |
13.11.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 72'934 CHF | 73'834 CHF | 100.00% | 100.00% |
12.11.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'530 CHF | 78'530 CHF | 100.00% | 100.00% |
11.11.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 65'801 CHF | 66'701 CHF | 100.00% | 100.00% |
08.11.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'542 CHF | 74'542 CHF | 100.00% | 100.00% |
07.11.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'471 CHF | 70'471 CHF | 100.00% | 100.00% |