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 | 3.26% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 80'386 | 49'465 | 51'393 CHF | 32'699 CHF | 100.00% | 100.00% |
19.11.2024 | 3.22% | 0.65 CHF | 0.67 CHF | 80'000 | 50'000 | 80'487 | 50'000 | 52'148 CHF | 33'464 CHF | 99.90% | 99.90% |
18.11.2024 | 3.69% | 0.63 CHF | 0.66 CHF | 80'000 | 50'000 | 86'466 | 43'383 | 53'739 CHF | 27'913 CHF | 100.00% | 100.00% |
15.11.2024 | 3.47% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'192 CHF | 30'595 CHF | 100.00% | 100.00% |
14.11.2024 | 3.34% | 0.63 CHF | 0.65 CHF | 80'000 | 50'000 | 89'830 | 50'000 | 54'179 CHF | 31'181 CHF | 99.27% | 99.27% |
13.11.2024 | 3.44% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 89'460 | 49'393 | 53'037 CHF | 30'317 CHF | 97.38% | 97.38% |
12.11.2024 | 3.16% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'249 CHF | 34'351 CHF | 99.48% | 99.48% |
11.11.2024 | 2.88% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'780 CHF | 38'067 CHF | 100.00% | 100.00% |
08.11.2024 | 2.86% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'247 CHF | 38'401 CHF | 100.00% | 100.00% |
07.11.2024 | 2.89% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 66'904 | 47'945 | 51'498 CHF | 37'948 CHF | 99.06% | 99.06% |