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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 2.90% | 0.89 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'201 CHF | 22'391 CHF | 100.00% | 100.00% |
20.11.2024 | 3.37% | 0.87 CHF | 0.89 CHF | 60'000 | 25'000 | 63'956 | 25'000 | 53'651 CHF | 21'709 CHF | 100.00% | 100.00% |
19.11.2024 | 3.32% | 0.81 CHF | 0.84 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'422 CHF | 20'830 CHF | 100.00% | 100.00% |
18.11.2024 | 3.31% | 0.82 CHF | 0.84 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'866 CHF | 20'993 CHF | 99.63% | 99.63% |
15.11.2024 | 3.54% | 0.82 CHF | 0.85 CHF | 70'000 | 25'000 | 69'973 | 25'000 | 57'444 CHF | 21'264 CHF | 100.00% | 100.00% |
14.11.2024 | 3.35% | 0.83 CHF | 0.86 CHF | 70'000 | 25'000 | 69'850 | 25'000 | 57'650 CHF | 21'337 CHF | 99.44% | 99.44% |
13.11.2024 | 3.28% | 0.82 CHF | 0.85 CHF | 70'000 | 25'000 | 68'849 | 24'964 | 56'620 CHF | 21'227 CHF | 98.88% | 98.88% |
12.11.2024 | 3.36% | 0.80 CHF | 0.83 CHF | 70'000 | 25'000 | 69'870 | 25'000 | 57'376 CHF | 21'232 CHF | 100.00% | 100.00% |
11.11.2024 | 3.19% | 0.85 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'103 CHF | 21'982 CHF | 100.00% | 100.00% |
08.11.2024 | 3.49% | 0.84 CHF | 0.87 CHF | 60'000 | 25'000 | 61'352 | 25'000 | 51'797 CHF | 21'865 CHF | 100.00% | 100.00% |