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 | 2.44% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 65'473 | 50'000 | 54'386 CHF | 42'618 CHF | 99.00% | 99.00% |
19.11.2024 | 2.46% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 68'502 | 50'000 | 56'422 CHF | 42'245 CHF | 99.99% | 99.99% |
18.11.2024 | 2.60% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 44'486 | 52'736 CHF | 40'048 CHF | 100.00% | 100.00% |
15.11.2024 | 2.20% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'578 CHF | 46'495 CHF | 100.00% | 100.00% |
14.11.2024 | 2.34% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'686 CHF | 46'652 CHF | 97.75% | 97.75% |
13.11.2024 | 2.48% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 49'710 | 52'902 CHF | 44'931 CHF | 99.36% | 99.36% |
12.11.2024 | 2.14% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 59'985 | 50'000 | 57'518 CHF | 48'979 CHF | 100.00% | 100.00% |
11.11.2024 | 2.28% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'650 CHF | 51'820 CHF | 100.00% | 100.00% |
08.11.2024 | 2.28% | 0.96 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'229 CHF | 48'790 CHF | 99.47% | 99.47% |
07.11.2024 | 2.57% | 0.98 CHF | 1.01 CHF | 60'000 | 50'000 | 59'843 | 48'736 | 55'827 CHF | 46'705 CHF | 95.06% | 95.06% |