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 | 2.98% | 0.89 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'786 CHF | 47'896 CHF | 100.00% | 100.00% |
19.11.2024 | 3.22% | 0.87 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'136 CHF | 44'869 CHF | 100.00% | 100.00% |
18.11.2024 | 3.34% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 43'383 | 53'402 CHF | 39'854 CHF | 100.00% | 100.00% |
15.11.2024 | 2.65% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'758 CHF | 46'855 CHF | 99.99% | 99.99% |
14.11.2024 | 2.85% | 0.96 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'369 CHF | 49'192 CHF | 99.52% | 99.52% |
13.11.2024 | 2.97% | 0.94 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 49'383 | 55'958 CHF | 47'439 CHF | 99.32% | 99.32% |
12.11.2024 | 2.79% | 0.92 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'457 CHF | 47'521 CHF | 100.00% | 100.00% |
11.11.2024 | 2.74% | 0.94 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'144 CHF | 49'799 CHF | 80.53% | 80.53% |
08.11.2024 | 3.00% | 0.91 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'468 CHF | 46'773 CHF | 100.00% | 100.00% |
07.11.2024 | 2.92% | 0.89 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 48'444 | 54'384 CHF | 45'224 CHF | 99.12% | 99.12% |