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 | 3.68% | 0.81 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'133 CHF | 63'422 CHF | 100.00% | 100.00% |
19.11.2024 | 2.51% | 0.77 CHF | 0.79 CHF | 75'000 | 75'000 | 76'089 | 75'000 | 55'368 CHF | 56'003 CHF | 97.59% | 97.59% |
18.11.2024 | 2.53% | 0.73 CHF | 0.75 CHF | 75'000 | 75'000 | 75'316 | 65'160 | 54'863 CHF | 48'121 CHF | 96.51% | 96.51% |
15.11.2024 | 2.07% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 55'418 | 50'000 | 54'665 CHF | 50'960 CHF | 75.90% | 75.90% |
14.11.2024 | 1.61% | 1.32 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'535 CHF | 66'596 CHF | 99.44% | 99.44% |
13.11.2024 | 1.69% | 1.32 CHF | 1.34 CHF | 50'000 | 50'000 | 49'929 | 49'818 | 62'957 CHF | 63'883 CHF | 98.88% | 98.88% |
12.11.2024 | 1.56% | 1.36 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'450 CHF | 67'495 CHF | 87.66% | 87.66% |
11.11.2024 | 1.60% | 1.28 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'899 CHF | 65'946 CHF | 98.45% | 98.45% |
08.11.2024 | 1.74% | 1.22 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'572 CHF | 60'617 CHF | 100.00% | 100.00% |
07.11.2024 | 1.84% | 1.21 CHF | 1.23 CHF | 75'000 | 75'000 | 73'692 | 72'384 | 84'899 CHF | 85'058 CHF | 98.36% | 98.36% |