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 | 1.31% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'957 CHF | 19'163 CHF | 100.00% | 100.00% |
19.11.2024 | 1.24% | 0.76 CHF | 0.77 CHF | 70'000 | 25'000 | 69'416 | 25'000 | 55'883 CHF | 20'384 CHF | 100.00% | 100.00% |
18.11.2024 | 1.54% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 68'892 | 21'692 | 52'519 CHF | 16'804 CHF | 100.00% | 100.00% |
15.11.2024 | 1.74% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 49'847 | 20'444 | 37'380 CHF | 15'678 CHF | 100.00% | 100.00% |
14.11.2024 | 1.24% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 68'736 | 25'000 | 55'243 CHF | 20'360 CHF | 99.44% | 99.44% |
13.11.2024 | 1.44% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 72'518 | 24'387 | 51'863 CHF | 17'867 CHF | 97.54% | 97.54% |
12.11.2024 | 0.89% | 0.91 CHF | 0.93 CHF | 12'500 | 12'500 | 48'508 | 24'522 | 57'384 CHF | 29'202 CHF | 98.63% | 98.63% |
11.11.2024 | 1.50% | 1.30 CHF | 1.32 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 52'044 CHF | 33'020 CHF | 93.97% | 93.97% |
08.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 59'862 CHF | 30'181 CHF | 96.20% | 96.20% |
07.11.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 50'000 | 25'000 | 48'832 | 24'221 | 59'999 CHF | 30'043 CHF | 99.06% | 99.06% |