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 | 3.20% | 0.93 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'326 CHF | 72'612 CHF | 100.00% | 100.00% |
19.11.2024 | 2.36% | 0.89 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'532 CHF | 65'046 CHF | 97.59% | 97.59% |
18.11.2024 | 2.57% | 0.85 CHF | 0.87 CHF | 75'000 | 75'000 | 71'893 | 65'160 | 60'869 CHF | 56'058 CHF | 96.51% | 96.51% |
15.11.2024 | 1.89% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 51'266 | 50'000 | 57'428 CHF | 57'297 CHF | 74.86% | 74.86% |
14.11.2024 | 1.45% | 1.45 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'008 CHF | 73'061 CHF | 99.44% | 99.44% |
13.11.2024 | 1.52% | 1.44 CHF | 1.47 CHF | 50'000 | 50'000 | 49'927 | 49'819 | 69'383 CHF | 70'289 CHF | 98.88% | 98.88% |
12.11.2024 | 1.43% | 1.49 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'915 CHF | 73'961 CHF | 87.66% | 87.66% |
11.11.2024 | 1.45% | 1.41 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'356 CHF | 72'395 CHF | 98.45% | 98.45% |
08.11.2024 | 1.57% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'956 CHF | 66'999 CHF | 100.00% | 100.00% |
07.11.2024 | 1.66% | 1.33 CHF | 1.35 CHF | 75'000 | 75'000 | 73'692 | 72'384 | 94'194 CHF | 94'193 CHF | 98.36% | 98.36% |