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 | 4.02% | 0.74 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'523 CHF | 59'881 CHF | 100.00% | 100.00% |
19.11.2024 | 2.93% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 78'557 | 50'000 | 54'627 CHF | 35'850 CHF | 99.99% | 99.99% |
18.11.2024 | 3.21% | 0.72 CHF | 0.74 CHF | 75'000 | 75'000 | 76'365 | 63'971 | 54'408 CHF | 46'906 CHF | 100.00% | 100.00% |
15.11.2024 | 3.26% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 86'490 | 50'000 | 53'951 CHF | 32'302 CHF | 99.90% | 99.90% |
14.11.2024 | 3.14% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 81'087 | 50'000 | 52'758 CHF | 33'615 CHF | 65.79% | 65.79% |
13.11.2024 | 2.78% | 0.74 CHF | 0.76 CHF | 75'000 | 75'000 | 75'220 | 74'123 | 55'227 CHF | 55'951 CHF | 98.65% | 98.65% |
12.11.2024 | 2.96% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 78'964 | 50'000 | 54'732 CHF | 35'722 CHF | 96.80% | 96.80% |
11.11.2024 | 2.56% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 69'011 | 50'000 | 54'922 CHF | 40'856 CHF | 99.56% | 99.56% |
08.11.2024 | 2.69% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'270 CHF | 39'820 CHF | 99.41% | 99.41% |
07.11.2024 | 2.59% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 62'372 | 48'045 | 52'263 CHF | 41'359 CHF | 97.66% | 97.66% |