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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 85'002 | 75'000 | 53'036 CHF | 47'661 CHF | 99.58% | 99.58% |
20.11.2024 | 2.07% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 110'449 | 75'000 | 52'783 CHF | 36'601 CHF | 98.82% | 98.82% |
19.11.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 113'426 | 75'000 | 52'168 CHF | 35'282 CHF | 99.94% | 99.94% |
18.11.2024 | 2.66% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 118'011 | 69'764 | 52'822 CHF | 32'063 CHF | 98.08% | 98.08% |
15.11.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 120'375 | 75'000 | 51'740 CHF | 32'991 CHF | 100.00% | 100.00% |
14.11.2024 | 2.50% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 131'854 | 75'000 | 51'984 CHF | 30'356 CHF | 99.57% | 99.57% |
13.11.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 141'313 | 74'442 | 51'443 CHF | 27'864 CHF | 99.32% | 99.32% |
12.11.2024 | 2.72% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 142'926 | 75'000 | 51'834 CHF | 27'982 CHF | 99.36% | 99.36% |
11.11.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 130'000 | 75'000 | 52'217 CHF | 30'875 CHF | 95.09% | 95.09% |
08.11.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 143'157 | 75'000 | 51'374 CHF | 27'682 CHF | 99.79% | 99.79% |