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 | 1.64% | 0.81 CHF | 0.86 CHF | 70'000 | 50'000 | 60'000 | 50'000 | 51'407 CHF | 43'548 CHF | 14.13% | 100.00% |
19.11.2024 | 1.45% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'673 | 50'000 | 51'993 CHF | 43'492 CHF | 100.00% | 100.00% |
18.11.2024 | 1.37% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'238 | 50'000 | 51'673 CHF | 43'489 CHF | 100.00% | 100.00% |
15.11.2024 | 1.56% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 68'046 | 50'000 | 56'411 CHF | 42'124 CHF | 100.00% | 100.00% |
14.11.2024 | 1.56% | 0.89 CHF | 0.91 CHF | 60'000 | 50'000 | 66'405 | 50'000 | 54'425 CHF | 41'750 CHF | 99.52% | 99.52% |
13.11.2024 | 1.76% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 76'944 | 49'383 | 54'335 CHF | 35'522 CHF | 99.32% | 99.32% |
12.11.2024 | 1.86% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 70'791 | 50'000 | 52'161 CHF | 37'550 CHF | 100.00% | 100.00% |
11.11.2024 | 1.49% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 69'134 | 50'000 | 56'186 CHF | 41'263 CHF | 100.00% | 100.00% |
08.11.2024 | 1.72% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 64'123 | 50'000 | 53'663 CHF | 42'618 CHF | 100.00% | 100.00% |
07.11.2024 | 1.48% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 48'434 | 54'058 CHF | 44'313 CHF | 98.51% | 98.51% |