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 | 2.95% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 30'429 | 55'632 CHF | 28'728 CHF | 99.63% | 99.63% |
19.11.2024 | 3.05% | 0.89 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 30'429 | 53'908 CHF | 28'094 CHF | 99.64% | 99.64% |
18.11.2024 | 3.22% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 64'518 | 30'443 | 55'171 CHF | 27'419 CHF | 99.40% | 99.40% |
15.11.2024 | 3.16% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 61'772 | 30'432 | 53'199 CHF | 26'807 CHF | 99.67% | 99.67% |
14.11.2024 | 2.75% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 53'568 | 30'422 | 53'269 CHF | 31'001 CHF | 99.60% | 99.60% |
13.11.2024 | 2.52% | 1.05 CHF | 1.07 CHF | 50'000 | 50'000 | 49'652 | 30'382 | 54'520 CHF | 34'113 CHF | 97.60% | 97.60% |
12.11.2024 | 2.26% | 1.15 CHF | 1.17 CHF | 50'000 | 50'000 | 47'821 | 30'451 | 58'159 CHF | 37'775 CHF | 99.22% | 99.22% |
11.11.2024 | 2.15% | 1.27 CHF | 1.29 CHF | 50'000 | 50'000 | 42'482 | 30'432 | 54'233 CHF | 39'567 CHF | 99.66% | 99.66% |
08.11.2024 | 2.02% | 1.36 CHF | 1.38 CHF | 50'000 | 50'000 | 42'171 | 30'428 | 57'490 CHF | 42'288 CHF | 99.61% | 99.61% |
07.11.2024 | 2.22% | 1.31 CHF | 1.33 CHF | 50'000 | 50'000 | 48'860 | 30'428 | 60'877 CHF | 39'082 CHF | 99.63% | 99.63% |