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 | 2.46% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'093 CHF | 38'867 CHF | 14.13% | 89.78% |
19.11.2024 | 2.51% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 71'911 | 50'000 | 52'848 CHF | 37'718 CHF | 98.83% | 98.83% |
18.11.2024 | 3.34% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 80'187 | 44'435 | 52'708 CHF | 30'159 CHF | 99.09% | 99.09% |
15.11.2024 | 3.13% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 90'047 | 50'000 | 51'922 CHF | 29'750 CHF | 99.73% | 99.73% |
14.11.2024 | 3.35% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 99'814 | 50'000 | 51'733 CHF | 26'945 CHF | 97.08% | 97.08% |
13.11.2024 | 3.40% | 0.54 CHF | 0.56 CHF | 100'000 | 50'000 | 99'886 | 49'698 | 53'768 CHF | 27'673 CHF | 97.16% | 97.16% |
12.11.2024 | 3.28% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 93'606 | 50'000 | 52'411 CHF | 28'968 CHF | 98.02% | 98.02% |
11.11.2024 | 3.28% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 61'046 | 41'256 | 39'019 CHF | 27'196 CHF | 100.00% | 100.00% |
08.11.2024 | 3.91% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 115'937 | 50'000 | 52'806 CHF | 23'726 CHF | 100.00% | 100.00% |
07.11.2024 | 4.57% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 57'035 | 35'229 | 29'063 CHF | 18'458 CHF | 94.47% | 94.47% |