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 | 7.90% | 0.59 CHF | 0.64 CHF | 90'000 | 75'000 | 89'588 | 75'000 | 54'019 CHF | 48'950 CHF | 100.00% | 100.00% |
19.11.2024 | 4.91% | 0.61 CHF | 0.64 CHF | 90'000 | 75'000 | 89'713 | 75'000 | 53'067 CHF | 46'614 CHF | 100.00% | 100.00% |
18.11.2024 | 5.52% | 0.62 CHF | 0.65 CHF | 90'000 | 75'000 | 89'999 | 63'918 | 54'543 CHF | 40'854 CHF | 99.51% | 99.51% |
15.11.2024 | 4.50% | 0.64 CHF | 0.67 CHF | 80'000 | 75'000 | 80'095 | 75'000 | 52'750 CHF | 51'673 CHF | 100.00% | 100.00% |
14.11.2024 | 4.25% | 0.73 CHF | 0.76 CHF | 75'000 | 75'000 | 79'765 | 75'000 | 55'101 CHF | 54'066 CHF | 99.44% | 99.44% |
13.11.2024 | 4.49% | 0.67 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 74'155 | 52'835 CHF | 51'215 CHF | 73.34% | 73.34% |
12.11.2024 | 4.11% | 0.70 CHF | 0.73 CHF | 80'000 | 75'000 | 75'770 | 75'000 | 54'532 CHF | 56'261 CHF | 100.00% | 100.00% |
11.11.2024 | 3.84% | 0.76 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'797 CHF | 60'057 CHF | 100.00% | 100.00% |
08.11.2024 | 3.90% | 0.75 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'856 CHF | 59'119 CHF | 100.00% | 100.00% |
07.11.2024 | 3.96% | 0.74 CHF | 0.77 CHF | 75'000 | 75'000 | 74'740 | 72'402 | 58'303 CHF | 58'704 CHF | 99.06% | 99.06% |