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 | 4.16% | 0.65 CHF | 0.68 CHF | 80'000 | 75'000 | 77'601 | 75'000 | 54'750 CHF | 55'205 CHF | 98.82% | 98.82% |
19.11.2024 | 2.57% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 80'047 | 75'000 | 54'040 CHF | 52'027 CHF | 99.84% | 99.84% |
18.11.2024 | 3.21% | 0.70 CHF | 0.72 CHF | 80'000 | 75'000 | 80'000 | 69'837 | 52'951 CHF | 47'679 CHF | 97.72% | 97.72% |
15.11.2024 | 1.84% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 85'788 | 75'000 | 53'785 CHF | 47'974 CHF | 100.00% | 100.00% |
14.11.2024 | 1.81% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 96'806 | 75'000 | 52'935 CHF | 41'903 CHF | 99.57% | 99.57% |
13.11.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 109'283 | 74'442 | 52'266 CHF | 36'414 CHF | 99.32% | 99.32% |
12.11.2024 | 2.11% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 110'703 | 75'000 | 51'971 CHF | 36'107 CHF | 99.36% | 99.36% |
11.11.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 96'020 | 75'000 | 53'082 CHF | 42'248 CHF | 95.09% | 95.09% |
08.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 114'264 | 75'000 | 52'531 CHF | 35'285 CHF | 99.79% | 99.79% |
07.11.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 93'293 | 73'692 | 52'549 CHF | 42'328 CHF | 96.70% | 96.70% |