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 | 3.48% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 90'608 | 75'000 | 52'901 CHF | 45'358 CHF | 100.00% | 100.00% |
19.11.2024 | 1.98% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 101'600 | 75'000 | 51'605 CHF | 38'907 CHF | 97.59% | 97.59% |
18.11.2024 | 2.31% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 102'387 | 65'160 | 52'148 CHF | 33'469 CHF | 96.51% | 96.51% |
15.11.2024 | 2.15% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 71'983 | 50'000 | 53'933 CHF | 38'953 CHF | 75.90% | 75.90% |
14.11.2024 | 1.98% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'842 CHF | 53'899 CHF | 99.44% | 99.44% |
13.11.2024 | 2.08% | 1.06 CHF | 1.08 CHF | 50'000 | 50'000 | 53'682 | 49'819 | 54'062 CHF | 51'336 CHF | 98.88% | 98.88% |
12.11.2024 | 1.94% | 1.10 CHF | 1.12 CHF | 50'000 | 50'000 | 50'101 | 50'000 | 53'856 CHF | 54'809 CHF | 87.66% | 87.66% |
11.11.2024 | 2.00% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'572 | 50'000 | 52'829 CHF | 53'319 CHF | 98.45% | 98.45% |
08.11.2024 | 2.20% | 0.97 CHF | 1.00 CHF | 60'000 | 50'000 | 59'980 | 50'000 | 56'586 CHF | 48'221 CHF | 100.00% | 100.00% |
07.11.2024 | 2.28% | 0.96 CHF | 0.98 CHF | 75'000 | 75'000 | 74'738 | 72'384 | 67'757 CHF | 67'376 CHF | 98.36% | 98.36% |