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 | 1.44% | 0.67 CHF | 0.68 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 41'337 CHF | 41'937 CHF | 100.00% | 100.00% |
19.11.2024 | 1.51% | 0.63 CHF | 0.64 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 39'399 CHF | 39'999 CHF | 100.00% | 100.00% |
18.11.2024 | 1.73% | 0.61 CHF | 0.62 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 40'283 CHF | 40'983 CHF | 100.00% | 100.00% |
15.11.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 38'888 CHF | 39'688 CHF | 100.00% | 100.00% |
14.11.2024 | 2.35% | 0.47 CHF | 0.48 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 34'028 CHF | 34'828 CHF | 100.00% | 100.00% |
13.11.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 41'201 CHF | 42'101 CHF | 100.00% | 100.00% |
12.11.2024 | 2.05% | 0.43 CHF | 0.44 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 33'887 CHF | 34'587 CHF | 100.00% | 100.00% |
11.11.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 50'632 CHF | 51'532 CHF | 100.00% | 100.00% |
08.11.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 32'713 CHF | 33'513 CHF | 100.00% | 100.00% |
07.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'046 CHF | 58'296 CHF | 100.00% | 100.00% |