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 | 3.57% | 0.54 CHF | 0.56 CHF | 100'000 | 75'000 | 98'823 | 75'000 | 53'940 CHF | 42'438 CHF | 100.00% | 100.00% |
19.11.2024 | 3.66% | 0.54 CHF | 0.56 CHF | 100'000 | 75'000 | 99'606 | 75'000 | 53'063 CHF | 41'452 CHF | 100.00% | 100.00% |
18.11.2024 | 4.40% | 0.55 CHF | 0.57 CHF | 100'000 | 75'000 | 99'990 | 63'928 | 54'198 CHF | 36'126 CHF | 99.60% | 99.60% |
15.11.2024 | 3.48% | 0.57 CHF | 0.59 CHF | 90'000 | 75'000 | 90'532 | 75'000 | 51'604 CHF | 44'278 CHF | 100.00% | 100.00% |
14.11.2024 | 3.35% | 0.61 CHF | 0.63 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'922 CHF | 45'602 CHF | 99.44% | 99.44% |
13.11.2024 | 3.49% | 0.57 CHF | 0.59 CHF | 90'000 | 75'000 | 90'057 | 74'373 | 51'306 CHF | 43'872 CHF | 98.88% | 98.88% |
12.11.2024 | 3.25% | 0.60 CHF | 0.62 CHF | 90'000 | 75'000 | 89'913 | 75'000 | 55'034 CHF | 47'425 CHF | 100.00% | 100.00% |
11.11.2024 | 3.08% | 0.64 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'739 CHF | 50'020 CHF | 100.00% | 100.00% |
08.11.2024 | 3.13% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 80'291 | 75'000 | 51'221 CHF | 49'374 CHF | 100.00% | 100.00% |
07.11.2024 | 3.22% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 80'401 | 72'402 | 52'552 CHF | 48'836 CHF | 99.06% | 99.06% |