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 | 2.26% | 0.89 CHF | 0.92 CHF | 60'000 | 50'000 | 59'251 | 49'465 | 55'416 CHF | 47'316 CHF | 100.00% | 100.00% |
19.11.2024 | 2.21% | 0.94 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'558 CHF | 48'187 CHF | 99.47% | 99.47% |
18.11.2024 | 2.46% | 0.93 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 43'383 | 54'794 CHF | 40'530 CHF | 100.00% | 100.00% |
15.11.2024 | 2.48% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'619 CHF | 44'949 CHF | 100.00% | 100.00% |
14.11.2024 | 2.30% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'420 CHF | 45'553 CHF | 99.27% | 99.27% |
13.11.2024 | 2.34% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 49'393 | 52'747 CHF | 44'447 CHF | 97.38% | 97.38% |
12.11.2024 | 2.21% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'537 CHF | 49'020 CHF | 99.48% | 99.48% |
11.11.2024 | 2.01% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'975 CHF | 53'029 CHF | 100.00% | 100.00% |
08.11.2024 | 2.03% | 1.04 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'274 CHF | 53'348 CHF | 100.00% | 100.00% |
07.11.2024 | 2.08% | 1.04 CHF | 1.07 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 51'306 CHF | 52'349 CHF | 99.06% | 99.06% |