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 | 1.61% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 79'998 | 50'000 | 55'095 CHF | 34'994 CHF | 100.00% | 100.00% |
19.11.2024 | 2.11% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 82'151 | 50'000 | 52'126 CHF | 32'429 CHF | 50.54% | 50.54% |
18.11.2024 | 1.74% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'139 | 50'000 | 52'474 CHF | 33'317 CHF | 89.65% | 89.65% |
15.11.2024 | 2.15% | 0.63 CHF | 0.64 CHF | 89'644 | 50'000 | 78'798 | 50'000 | 54'264 CHF | 35'208 CHF | 83.08% | 83.08% |
14.11.2024 | 2.16% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 73'366 | 50'000 | 52'603 CHF | 36'659 CHF | 99.52% | 99.52% |
13.11.2024 | 1.95% | 0.72 CHF | 0.74 CHF | 70'000 | 50'000 | 70'000 | 49'383 | 52'819 CHF | 37'982 CHF | 99.32% | 99.32% |
12.11.2024 | 1.44% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 65'872 | 50'000 | 54'445 CHF | 41'965 CHF | 100.00% | 100.00% |
11.11.2024 | 1.43% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'475 CHF | 40'919 CHF | 100.00% | 100.00% |
08.11.2024 | 1.78% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'598 CHF | 40'426 CHF | 100.00% | 100.00% |
07.11.2024 | 1.92% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'900 | 48'444 | 52'405 CHF | 36'476 CHF | 99.13% | 99.13% |