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 | 2.42% | 0.82 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'831 CHF | 65'391 CHF | 100.00% | 100.00% |
19.11.2024 | 2.61% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 69'576 | 50'000 | 54'591 CHF | 40'288 CHF | 99.81% | 99.81% |
18.11.2024 | 2.85% | 0.81 CHF | 0.83 CHF | 75'000 | 75'000 | 73'823 | 63'971 | 58'997 CHF | 52'396 CHF | 100.00% | 100.00% |
15.11.2024 | 2.82% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 74'907 | 50'000 | 54'026 CHF | 37'170 CHF | 99.90% | 99.90% |
14.11.2024 | 2.93% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 69'102 | 48'154 | 50'244 CHF | 36'081 CHF | 97.21% | 97.21% |
13.11.2024 | 2.51% | 0.82 CHF | 0.84 CHF | 75'000 | 75'000 | 74'853 | 74'123 | 61'231 CHF | 62'158 CHF | 98.65% | 98.65% |
12.11.2024 | 2.63% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'648 CHF | 40'073 CHF | 96.80% | 96.80% |
11.11.2024 | 2.37% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'536 CHF | 44'829 CHF | 99.56% | 99.56% |
08.11.2024 | 2.43% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 60'050 | 50'000 | 51'436 CHF | 43'881 CHF | 99.31% | 99.31% |
07.11.2024 | 2.38% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 57'512 | 48'041 | 52'590 CHF | 44'955 CHF | 97.45% | 97.45% |